[R] Confidence Intervals for Mixed Effects

Spencer Graves spencer.graves at pdf.com
Sun Nov 6 00:38:22 CET 2005


	  Are you familiar with "intervals" and "lme" in the nlme package? 
These are documented in Pinheiro and Bates (2000) Mixed-Effects Models 
in S and S-Plus (Springer).  I'm not familiar with the algorithm, but if 
it's different from Satterthwaite's method, I suspect that Prof. Bates 
had a good reason for choosing something different.  Since R is open 
source, you could read the code and modify it to use Sattherthwaite and 
compare the two side by side.  The nlme package includes a 
"simulate.lme" function, which you could use to compare the different 
methods.

	  hope this helps.
	  spencer graves

Michel Friesenhahn wrote:
> I'm fairly new to R and am wondering if anybody knows of R code to 
> calculate confidence intervals for parameters (fixed effects and variance 
> components) from mixed effects models based on Sattherthwaite's method? 
> I'm also interested in Satterthwaite-based confidence intervals for linear 
> combinations (mostly sums) of various variance components.
> 
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Spencer Graves, PhD
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