R help - Feb 2006 - testing the significance of the variance components using lme

Hi R-users,
 
I am using lme to fit a linear mixed model with the nlme package,
does anyone know if it is possible to obtain standard error estimates of the
variance components estimators and an adequate method to test  the significance
of the variance component?
 
Thanks,
Berta.


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Hi,
you should say a little more about the data you have.
I guess you refer to longitudinal data. I say so
because if you deal with spatial smoothing splines in
form of mixed models, the answer to your question
would be different. Anyway, a good starting point is
given by the commands

fit.lme <- lme(...) # fitted model
fit.lme$apVar # approx. covariace matrix for the
variance-covariance coefficients (see ?lmeObject)
intervals(fit.lme) # confidence intervals for the
parameter(s)

I believe that Pinhiero and Bates (2000) Mixed-Effects
Models in S and S-Plus (Springer) includes some
answers to your questions. I don't really know what
happens when you use 'intervals' and the caveats of
this command. When it comes to making inference about
the variance components I tend to be suspicious. I
hope some R users can give you a more complete answer
than mine.

Testing whether or not a variance component is zero is
a delicate issue. Check:
- Self and Liang (1987), Asymptotic properties of
maximum likelihood estimators and likelihood ratio
tests under nonstandard conditions. Journal of the
American Statistical Association, 82, 605-610
- Zhang and Lin (2003), Hypothesis testing in
semiparametric additive mixed models. Biometrika, 4,
57-74
- Bottai (2003), Confidence regions when the Fisher
information is zero. Biometrika, 90, 73-84.

hope this helps a little

Marco

--- Berta <ibanez at bioef.org> wrote:
> Hi R-users,
>  
> I am using lme to fit a linear mixed model with the
> nlme package,
> does anyone know if it is possible to obtain
> standard error estimates of the variance components
> estimators and an adequate method to test  the
> significance of the variance component?
>  
> Thanks,
> Berta.
> 
> 
> 	[[alternative HTML version deleted]]
> 
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