[R] Confidence intervals for non-lm curve

Irene Mantzouni ima at aqua.dtu.dk
Thu Jun 26 15:54:38 CEST 2008


 
Hi all!
 
I would like to estimate confidence intervals for a non lm model. 
For example, I use a mixed model of the form:
 
 md=lme(y~x1+I(x1^2)+x2 ...)
 
Parameters x1+I(x1^2) are fixed effects and I would like to plot the predicted (partial) curve corresponding to these ones, along with 90% CI bands. 
 
Thus, I  simulate (partial) predictions:
 
Lx=c()
Ux=c()
Mx=c()
z=c()
for (j in 1:length(x1)){
x=x1[j]
for(i in 1:2000){ 
s1 <- rnorm(1,.026,.027)  #  mean and sd estimated by lme for x1
s2 <- rnorm(1,-.01,.005)  #  mean and sd estimated by lme for I(x1^2)
z[i] <- s1*x+s2*(x^2)
} 
Lx[j]=quantile(z,.05)
Ux[j]=quantile(z,.95)
Mx[j]=mean(z)
}

And then plot vectors Lx, Mx and Ux for lower, mean and upper curves, respectively. 
 
Is this approach correct? 
 
Any alternatives?
 
Thank you!! 
 
 



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