[R] Confidence Intervals for Random Effect BLUP's

Rick Bilonick rab at nauticom.net
Fri Nov 9 19:15:07 CET 2007


On Fri, 2007-11-09 at 10:01 -0800, Bert Gunter wrote:
> Ummm...
> 
> Define: "Confidence interval for BLUP" .
> 
> I know what a confidence interval for a parameter or function of parameters
> (which is what a predicted value is) is; but a BLUP is neither, so I don't
> get what a confidence interval for it should mean.
> 
> Feel free to reply off list, as this is clearly not an R question.
> 
> 
> Bert Gunter
> Genentech Nonclinical Statistics

Would you feel better with "prediction interval"? What I'm asking is how
to access the information from lmer to compute intervals for the BLUPS
that reflect the uncertainty in these estimates. The code I showed was
taken from someone who had the same question and the various replies.

Rick B.



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