Re: [R] Variance Component/ICC Confidence Intervals via Bootstrap or Jackknife

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 29 Oct 2006 - 22:46:12 GMT

<see in line>

Rick Bilonick wrote:
> On Sun, 2006-10-29 at 11:06 -0800, Spencer Graves wrote:
>
>> I can think of two ways to get confidence intervals on intraclass
>> correlations (ICCs) and more accurate intervals for variance
>>
<snip>
>>
>>
>
>
>
> The way I've done the bootstrapping (sampling at each level) sounds the
> same as using a simulation. But articles and references I've found
> indicate that only the highest level (a if c is nested in b and b is
> nested a) should be sampled.
>
>

Correct: Bootstrapping with mixed effects hurts my brain just to think about it, because if you are not careful, you effectively assume away the variance components structure, and that's rarely what you want to do. The difference between "simulate.lme" and "mcmcsamp" is that the first produces Monte Carlo confidence intervals, while the latter produces "Bayesian posterior" intervals, so the interpretation is slightly different. I do not recall having seen any direct comparison, so I'd be interested in the results, if you try both. However, I'd be extremely surprised if the answers were very different. If I did it myself and found substantive differences, I would suspect that I'd done something wrong with at least one of the two. If I couldn't find any errors in my work, I'd start looking for help.

      Hope this helps. 
      Spencer Graves

> Rick B.
>
>
>
>


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