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

From: Rick Bilonick <bilonickra_at_upmc.edu>
Date: Sun 29 Oct 2006 - 22:34:14 GMT

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
> components: (1) modifying 'simulate.lme' to store the estimated
> variance components as well as "logLik" and (2) using 'lmer' and
> 'mcmcsamp' in library(lme4).
>
> The difficulty with (1) is that you have to make a local copy of
> 'simulate.lme', then figure out where and how to modify it. I've just
> looked at the code, and it looks like the required modifications should
> be fairly straightforward. The problem with (2) is that you would have
> to learn the syntax for a nested model for 'lmer'. It's different from
> that for 'lme' but not difficult. The 'lmer' function is newer and
> better in many ways but is not as well documented and does not have as
> many helper functions yet. The best documentation available for it may
> be the 'MlmSoftRev' vignette in the 'mlmRev' package plus the "R News
> 5/1" article from May 2005. If you are not familiar with vignettes,
> RSiteSearch("graves vignette") produced 74 hits for me just now. Find
> 'vignette' in the first hit led me to an earlier description of vignettes.
>
> If it were my problem, I'd probably try the second, though I might
> try both and compare. If you try them both, I'd be interested in the
> comparison. If the answers were substantially different, I'd worry.
>
> Hope this helps.
> Spencer Graves
>

I'm familiar with making nested models in lmer but I'm not familiar with mcmcsamp but will check it out. Thanks.

I used nlme/lme because it has the intervals function while (at least the last time I checked), lme4/lmer did not.

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.

Rick B.

-- 
Richard A. Bilonick, Ph.D.
Assistant Professor
University of Pittsburgh School of Medicine
Department of Ophthalmology
412 648 9138
BST S 207

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