Ron Burns
2009-Feb-15 22:58 UTC
[R] std error of the covariance matrix of random effects in lme4
Are the standard errors of the covariance matrix elements for the random effects in lme4 (lmer) available. That is, R using lme4 function lmer gives me Random effects: Groups Name Variance Std.Dev. Corr id (Intercept) 0.636 0.797 time 0.155 0.394 -0.227 Residual 0.337 0.581 while e.g. SAS also provides the SE (and additional values calculated using it) Covariance Parameter Estimates Standard Z Cov Parm Subject Estimate Error Value Pr Z UN(1,1) ID 0.6244 0.1481 4.22 <.0001 UN(2,1) ID -0.06844 0.07008 -0.98 0.3288 UN(2,2) ID 0.1512 0.05647 2.68 0.0037 Residual 0.3373 0.05268 6.40 <.0001 It is the results in column Standard Error that I am looking for from lme4 (or perhaps another R mixed effects package) or a pointer to the method for calculating them. Thanks in advance for any help. Ron Burns