[R-sig-ME] Confidence interval for sum of coefficients

[lorenz.gygax at agroscope.admin.ch]

Dear Michael,

This is possibly not what you should do. As has been recently suggested to me on this list, you could use bootMer with a function that computes the sum(s) that you are interested in. Then use boot.ci from the boot package to estimate the confidence intervals

Best wishes, Lorenz

> -----Ursprüngliche Nachricht-----
> Von: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-
> bounces at r-project.org] Im Auftrag von Michael Cone
> Gesendet: Donnerstag, 25. September 2014 14:11
> An: r-sig-mixed-models at r-project.org
> Betreff: [R-sig-ME] Confidence interval for sum of coefficients
> 
> Hello,
> 
> I suspect this to be simple, but I can't figure it out.
> 
> > library(lme4)
> > data(Machines)
> > fm1 <- lmer(score ~ Machine + (Machine | Worker), data = Machines)
> > summary(fm1)
> Fixed effects:
>              Estimate Std. Error t value
> (Intercept)   52.356      1.681  31.151
> MachineB       7.967      2.421   3.291
> MachineC      13.917      1.540   9.036
> > confint(fm1)
>                   2.5 %     97.5 %
> [...]
> (Intercept) 48.7964047 55.9147119
> MachineB     2.8401623 13.0931789
> MachineC    10.6552809 17.1780575
> 
> [and 14 warnings, but it's just an example:
> In optwrap(optimizer, par = start, fn = function(x) dd(mkpar(npar1,  ...
> :
> convergence code 1 from bobyqa: bobyqa -- maximum number of function
> evaluations exceeded
> ...
> In profile.merMod(object, signames = oldNames, ...) : non-monotonic
> profile]
> 
> I'd like to have confidence intervals for the overall score of MachineA,
> MachineB, and MachineB. MachineA is easy (CI of the intercept), but how
> do I combine the CI of the intercept with the CI of the MachineB
> parameter, and likewise the CI of the intercept with the parameter of
> MachineC? Can I simply add the lower and upper bounds of the two
> intervals or is this naive?
> 
> Thank you for your time,
> 
> Michael
> 
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