Roel de Jong
2005-Sep-29 13:19 UTC
[R] standard error of variances and covariances of the random effects with LME
Hello, how do I obtain standard errors of variances and covariances of the random effects with LME comparable to those of for example MlWin? I know you shouldn't use them because the distribution of the estimator isn't symmetric blablabla, but I need a measure of the variance of those estimates for pooling my multiple imputation results. Regards, Roel.
Doran, Harold
2005-Sep-29 13:24 UTC
[R] standard error of variances and covariances of the random effects with LME
You cannot. Also, it's not that the distribution of the random effects is not symmetric, but that it *may* not be symmetric, and this is an assumption that should be checked. -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Roel de Jong Sent: Thursday, September 29, 2005 9:20 AM To: r-help at stat.math.ethz.ch Subject: [R] standard error of variances and covariances of the random effects with LME Hello, how do I obtain standard errors of variances and covariances of the random effects with LME comparable to those of for example MlWin? I know you shouldn't use them because the distribution of the estimator isn't symmetric blablabla, but I need a measure of the variance of those estimates for pooling my multiple imputation results. Regards, Roel. ______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html