estimate.mlmm: Delta Method for Multiple Linear Mixed Models

In bozenne/repeated: Repeated Measurement Models for Discrete Times

Delta Method for Multiple Linear Mixed Models

Description

Estimate standard errors, confidence intervals, and p-values for a smooth transformation of parameters from group-specific linear mixed models.

Usage

## S3 method for class 'mlmm'
estimate(
  x,
  f,
  df = FALSE,
  robust = FALSE,
  type.information = NULL,
  level = 0.95,
  method.numDeriv = NULL,
  average = FALSE,
  transform.sigma = NULL,
  transform.k = NULL,
  transform.rho = NULL,
  ...
)

Arguments

x	a mlmm object.
f	[function] function taking as input p, a vector containing the group-specific linear mixed model parameters, which outputs the parameter(s) of interest. Can accept extra-arguments.
df	[logical] Should degree-of-freedom, computed using Satterthwaite approximation, for the parameter of interest be output. Can also be a numeric vector providing providing the degrees-of-freedom relative to each estimate.
robust	[logical] Should robust standard errors (aka sandwich estimator) be output instead of the model-based standard errors. Can also be 2 compute the degrees-of-freedom w.r.t. robust standard errors instead of w.r.t. model-based standard errors.
type.information	[character] Should the expected information be used (i.e. minus the expected second derivative) or the observed inforamtion (i.e. minus the second derivative).
level	[numeric,0-1] the confidence level of the confidence intervals.
method.numDeriv	[character] method used to approximate the gradient: either "simple" or "Richardson". Passed to numDeriv::jacobian.
average	[logical] is the estimand the average output of argument f? Otherwise consider each individual output of argument f.
transform.sigma	[character] Transformation used on the variance coefficient for the reference level. One of "none", "log", "square", "logsquare" - see details.
transform.k	[character] Transformation used on the variance coefficients relative to the other levels. One of "none", "log", "square", "logsquare", "sd", "logsd", "var", "logvar" - see details.
transform.rho	[character] Transformation used on the correlation coefficients. One of "none", "atanh", "cov" - see details.
...	extra arguments passed to f.

bozenne/repeated documentation built on July 16, 2025, 11:16 p.m.