[R-sig-ME] Confidence intervals

[Theelen, Maik Matheus Paul]

Dear Ben,

Thank you very much for the answer. Yes, index should indeed be 1 2 3 4 (it was a typo).
Next time I will send it to the r-sig-mixed-models mailing list.

Would the method that I used be pretty much be the same as using confint with method = boot?

Kind regards,

Maik
________________________________________
Van: Ben Bolker [bbolker at gmail.com]
Verzonden: woensdag 10 september 2014 20:52
Aan: Theelen, Maik Matheus Paul; r-sig-mixed-models at r-project.org
Onderwerp: Re: Confidence intervals

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On 14-09-10 07:26 AM, Maik Theelen wrote:
> Dear Ben Bolker,
>
> I am trying to calculate CI’s for the fixed effects in a lmer
> model.

  Relatively simple questions should *very* preferably be sent to the
r-sig-mixed-models mailing list (cc'd here), please ...

> I am now using the following code
>
> FUN <- function(fit) { return(fixef(fit)) }
>
> result <- bootMer(Model, FUN, nsim = 5000)
>
> bCI.1 <- boot.ci(result, index=1, type="perc") bCI.2 <-
> boot.ci(result, index=1, type="perc") bCI.3 <- boot.ci(result,
> index=1, type="perc") bCI.4 <- boot.ci(result, index=1,
> type="perc")
>
> Would this be a correct way?

  Are you sure you want index=1 in each case?  Maybe you want
index={1,2,3,4}?

  5000 sims seems like overkill unless your model is very unstable

>
> When I use *confint* I get the following warning:
>
> In norm.inter(t, alpha) : extreme order statistics used as
> endpoints

  I don't know exactly why this warning occurs -- you would probably
need to dig in a little bit more and/or read Davison & Hinkley's book
on which the boot package is based? (based on brief googling, it seems
as though your distributions may be badly behaved/need *more*
bootstrap samples).  Plotting the bootstrap distribution, as shown in
example("bootMer"), might be a good idea.


>
> I would highly appreciate it if you would find the time to answer
> my question.
>
> Kind Regards,
>
> Maik Theelen



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