[R-sig-ME] Seeming discrepancy between summary and confint; was: Confidence interval for relative contribution of random effect variance

[Emmanuel Curis]

Double check your results, you will see that there is agreement also
for random effects: the column to use is Std. Dev. which is indeed in
the confidence intervals given by confint --- just like standard
deviation for the residuals.

It just happen that confidence intervals are so wide, that they also
include the Variance value, but thats « bad luck ».

On Fri, Sep 12, 2014 at 02:52:11PM +0000, lorenz.gygax at agroscope.admin.ch wrote:
« Dear Martin,
« 
« Many thanks for this explanation which, of course, is very reasonable ;-)
« 
« But - and I may be real slow on this - why is the same seemingly not true for the random effects as well (summary and confint give the same absolute values)?
« 
« Cheers, Lorenz

« >> If I do the summary () this is what I get for the random effects part of the output.
« > 
« >> Random effects:
« >> Groups        Name        Variance Std.Dev.
« >> val:(part:ID) (Intercept) 0.4599   0.6782  
« >> part:ID       (Intercept) 0.1773   0.4211  
« >> ID            (Intercept) 0.1278   0.3575  
« >> Residual                  9.4302   3.0709  
« >> Number of obs: 1833, groups:  val:(part:ID), 214; part:ID, 72; ID, 25:
« > 
« > 
« >> If I do
« > 
« >> confint (HHbT.fin.lmer, method= 'profile')
« > 
« >> I get
« > 
« >> 2.5 %     97.5 %
« >> .sig01       0.41713241  0.9210729
« >> .sig02       0.00000000  0.7535615
« >> .sig03       0.00000000  0.6697109
« >> .sigma       2.96898087  3.1786606
« > 
« >> Where the above listed variances for the random effects fit nicely into the confidence intervals (.sig0x) but not the value for the residuals / .sigma where the variance from the summary seems to be approximately squared in respect to the confidence interval.

-- 
                                Emmanuel CURIS
                                emmanuel.curis at parisdescartes.fr

Page WWW: http://emmanuel.curis.online.fr/index.html