[R] Standard errors of the predicted values from a lme (or lmer)

Chuck Cleland ccleland at optonline.net
Mon Jun 4 15:09:01 CEST 2007


Dieter Menne wrote:
> Fränzi Korner <fraenzi.korner <at> oikostat.ch> writes:
> 
>> sorry for not being more specific. I would like to use R to get a prediction
>> (with standard error) of the response in a mixed model at selected values of
>> the fixed-effects factors. Hence, in a mixed model, say, for response body
>> size with, say, fixed factors sex and age, I would like to get a prediction
>> of size for each sex and at selected ages such as 5, 10, 15; and I want a SE
>> for that prediction as well. 
> .... 
> 
> In that case, estimable in gmodels (by Greg Warnes, as also suggested by Michael
> Kubovy) and glht in Thorsten Hothorn's multcomp are best. The first works for
> lme out of the box, the very powerful glht can handle lmer(lme4), with strong
> support for multiple testing. Too bad the latter does not immediately work with
> lme, but it can be tweaked.
> 
> In both cases, you have to construct the contrast matrix, which can be
> error-prone for complex models. To my knowledge (??), there is no
> simple-to-handle package that generates this matrix with an intuitive interface.
> 
> Dieter

  See contrast() in the contrast package.

library(nlme)
Orthodont2 <- Orthodont
Orthodont2$newAge <- Orthodont$age - 11

fm1Orth.lme2 <- lme(distance ~ Sex*newAge, data = Orthodont2, random = ~
newAge | Subject)

contrast(
    fm1Orth.lme2,
    a = list(Sex = levels(Orthodont2$Sex)[1], newAge = 8 - 11))

lme model parameter contrast
 Contrast      S.E.    Lower    Upper     t  df Pr(>|t|)
 22.61563 0.5265041 21.58370 23.64755 42.95 100        0

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Chuck Cleland, Ph.D.
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