From: Spencer Graves <spencer.graves_at_pdf.com>

Date: Sun 29 Oct 2006 - 19:06:23 GMT

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon Oct 30 06:11:56 2006

Date: Sun 29 Oct 2006 - 19:06:23 GMT

Hope this helps. Spencer Graves

Rick Bilonick wrote:

> I'm using the lme function in nmle to estimate the variance components

*> of a fully nested two-level model:
**>
**> Y_ijk = mu + a_i + b_j(i) + e_k(j(i))
**>
**> lme computes estimates of the variances for a, b, and e, call them v_a,
**> v_b, and v_e, and I can use the intervals function to get confidence
**> intervals. My understanding is that these intervals are probably not
**> that robust plus I need intervals on the intraclass correlation
**> coefficients:
**>
**> v_a/(v_a + v_b + v_e)
**>
**> and
**>
**> (v_a + v_b)/(v_a + v_b + v_e).
**>
**> I would like to use a bootstrap or a jackknife estimate of these
**> confidence intervals. Is there any package available?
**>
**> I've tried to write the R code myself but I'm not sure if I understand
**> exactly how to do it. The way I've tried to do a bootstrap estimate is
**> to sample with replacement for i units, then sample with replacement the
**> j(i) units, and then finally sample with replacement the k(j(i)) units.
**>
**> But the few references I've been able to track down (Arvesen, Biometrcs,
**> 1970 is one), seem to say that I should just sample with replacement the
**> i units. Plus they seem to indicate that a log transform is needed. The
**> Arvesen reference used something like using log(v_a/v_e) as an estimator
**> for sigma_a^2/sigma_e^2 and getting an interval and then transforming to
**> get to an interval for the ICC (although it's not clear to me how to get
**> the other ICC in a two-level nested design).
**>
**> Any insights would be appreciated.
**>
**> Rick B.
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
**> and provide commented, minimal, self-contained, reproducible code.
**>
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