confint.mumm: Confidence Intervals for Model Parameters

In sofpj/mumm: Multiplicative Mixed Models using the Template Model Builder

Description

Computes confidence intervals for the fixed effect parameters and the variance components for an object of class mumm.

Usage

## S3 method for class 'mumm'
confint(object, parm = "all", level = 0.95, ...)

Arguments

object	an object of class mumm.
parm	a vector of parameter names or a matrix, where the rows specify linear combinations of the model parameters. If missing, confidence intervals will be computed for all of the fixed effect parameters and all of the variance components.
level	the confidence level.
...	Currently not used.

Details

The confidence intervals are computed by the profile likelihood method.

Value

A matrix with the first column showing the lower confidence limit and the second column showing the upper limit for each parameter or linear combination of parameters.

Examples

set.seed(100)
sigma_e <- 1.5
sigma_a <- 0.8
sigma_b <- 0.5
sigma_d <- 0.7
nu <- c(8.2, 6.2, 2.3, 10.4, 7.5, 1.9)

nA <- 15
nP <- 6
nR <- 5

a <- rnorm(nA, mean = 0, sd = sigma_a)
b <- rnorm(nA, mean = 0, sd = sigma_b)
d <- rnorm(nA*nP, mean = 0, sd = sigma_d)
e <- rnorm(nA*nP*nR, mean = 0, sd = sigma_e)

Assessor <- factor(rep(seq(1,nA),each = (nP*nR)))
Product <- factor(rep(rep(seq(1,nP),each = nR), nA))
AssessorProduct <- (Assessor:Product)

y <- nu[Product] + a[Assessor] + b[Assessor]*(nu[Product]-mean(nu)) + d[AssessorProduct] + e

sim_data <- data.frame(y, Assessor, Product)

fit <- mumm(y ~ 1 + Product + (1|Assessor) + (1|Assessor:Product) +
             mp(Assessor,Product) ,data = sim_data)

confint(fit, parm = c('Product3', 'mp Assessor:Product'), level = 0.90)

sofpj/mumm documentation built on May 30, 2019, 6:08 a.m.