[R] within group variance of the coeficients in LME

[Harold Doran]

lme does not produce standard errors for the variance components like HLM does. It does produce SEs for the fixed effects, however, along with t-statistics and p-values, just like HLM. Use the summary() command to see these. 
 
When you do this, you will get the AIC, BIC, and loglik values. Just below this output will be the variance components for the random effects. But, the level 2 variance components are reported as standard deviations and SEs do not accompany these random effects.
 
In lme,  the residual is the within-group error, which is the sigma-squared in HLM.
 
In terms of lme, the plot(intervals) can be used to assess variability rather than the chi-square in HLM. 
 
 

	-----Original Message----- 
	From: Andrej Kveder [mailto:andrejk at zrc-sazu.si] 
	Sent: Wed 6/25/2003 5:24 PM 
	To: R-Help 
	Cc: 
	Subject: [R] within group variance of the coeficients in LME
	
	

	Dear listers, 

	I can't find the variance or se of the coefficients in a multilevel model 
	using lme. 

	I want to calculate a Chi square test statistics for the variability of the 
	coefficients across levels. I have a simple 2-level problem, where I want to 
	check weather a certain covariate varies across level 2 units. Pinheiro 
	Bates suggest just looking at the intervals or doing a rather conservative 
	ANOVA test in their book. I have also consultet Raudenbush Bryk on the 
	subject and they suggest using a Chi sqare statistics. It is defined as 
	follows: 

	SUM by j( (beta_hat_qj - y_hat_q0 - sum(y_hat_qs*w_sj))^2/V_hat_qqj) 

	beta are the within 2-level coffecients - got them with the coef() 
	y is a fixed effect or grand mean 
	the sum is for accounting of the level 2 predictors, that I don't presently 
	have, but will 
	the problem is V_hat_qqj which are the variances of the coefficients. 

	I can't get to them. Does anybody have an idea how to get to them? I would 
	really appreciate any suggestion. 

	Andrej 

	_________ 
	Andrej Kveder, M.A. 
	researcher 
	Institute of Medical Sciences SRS SASA; Novi trg 2, SI-1000 Ljubljana, 
	Slovenia 
	phone: +386 1 47 06 440   fax: +386 1 42 61 493 

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