[R] How to assess significance of random effect in lme4

[Shige Song]

Hi Harold,

Thanks for the reply. I looked at my outputs using str() as you
suggested, here is the part you mentioned:

  ..@ bVar     :List of 2
  .. ..$ commu  : num [1, 1, 1:29] 5e-10 5e-10 5e-10 5e-10 5e-10 ...
  .. ..$ bcohort: num [1, 1, 1:6] 1.05e-05 7.45e-06 6.53e-06 8.25e-06
7.11e-06 ...

where commu and bcohort are the two second-level units. Are these
standard errors? Why the second vector contains a series of different
numbers?

Thanks!

Shige

On 8/17/05, Doran, Harold <HDoran at air.org> wrote:
>  
> 
> You can extract the posterior variance of the random effect from the bVar
> slot of the fitted lmer model. It is not a hidden option, but a part of the
> fitted model. It just doesn't show up when you use summary().
>  
>  Look at the structure of your object to see what is available using str().
>  
>  However, your comment below seems to imply that it is incorrect for lmer to
> report SDs instead of the standard error, which is not true. That is a
> quantity of direct interest.
>  
>  Other multilevel programs report the same exact statistics (for the most
> part). For instance, HLM reports the variances as well. If you want the
> posterior variance of an HLM model you need to extract it.
> 
>  
>  
>  -----Original Message-----
>  From:   r-help-bounces at stat.math.ethz.ch on behalf of
> Shige Song
>  Sent:   Wed 8/17/2005 6:30 AM
>  To:     r-help at stat.math.ethz.ch
>  Cc:    
>  Subject:        [R] How to assess significance of random effect in lme4
>  
>  Dear All,
>  
>  With kind help from several friends on the list, I am getting close.
>  Now here are something interesting I just realized: for random
>  effects, lmer reports standard deviation instead of standard error! Is
>  there a hidden option that tells lmer to report standard error of
>  random effects, like most other multilevel or mixed modeling software,
>  so that we can say something like "randome effect for xxx is
>  significant, while randome effect for xxx is not significant"? Thanks!
>  
>  Best,
>  Shige
>  
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