Moni Blazej Neradilek
2009-Nov-10 02:26 UTC
[R] Inconsistent confidence intervals for lmer sigma from mcmcsamp
I have been trying to estimate confidence interval for the residual sigma in a two-way nested ANOVA, using the lmer and mcmcsamp functions. However, the MCMC confidence interval for sigma not only does not include the point estimate for sigma estimated by lmer but is far away. My model is an intercept only model with random effects for study and animal (animal nested within study). Here is the output from lmer and mcmcsamp. Any idea why this inconsistency between the lmer estimate of sigma and the corresponding confidence interval from mcmcsamp (is there an alternative way to calculate the confidence interval)? Many thanks. Moni> summary(test.mod)Linear mixed model fit by REML Formula: log.count ~ 1 + (1 | study_id/animal_id) Data: flow Subset: (cell_type == "B cell") & (cd_group_new == "CD20+") AIC BIC logLik deviance REMLdev 686 705.7 -339 675.2 678 Random effects: Groups Name Variance Std.Dev. animal_id:study_id (Intercept) 0.232873 0.48257 study_id (Intercept) 0.097440 0.31215 Residual 0.052352 0.22880 Number of obs: 1009, groups: animal_id:study_id, 295; study_id, 12 Fixed effects: Estimate Std. Error t value (Intercept) 0.1400 0.0969 1.445> HPDinterval(mcmcsamp(test.mod,20000))$fixef lower upper (Intercept) -0.02019847 0.2775921 attr(,"Probability") [1] 0.95 $ST lower upper [1,] 0.5803595 0.7124204 [2,] 0.4734074 0.9662538 attr(,"Probability") [1] 0.95 $sigma lower upper [1,] 0.3348477 0.3748551 attr(,"Probability") [1] 0.95 -- View this message in context: http://old.nabble.com/Inconsistent-confidence-intervals-for-lmer-sigma-from-mcmcsamp-tp26277327p26277327.html Sent from the R help mailing list archive at Nabble.com.