[R] within group variance of the coeficients in LME

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From: Andrej Kveder (andrejk@zrc-sazu.si)
Date: Thu 26 Jun 2003 - 07:24:16 EST

Message-id: <FHEEJBDDCNPPNJEACDJACEOACOAA.andrejk@zrc-sazu.si>

Dear listers,

I can't find the variance or se of the coefficients in a multilevel model
using lme.

I want to calculate a Chi square test statistics for the variability of the
coefficients across levels. I have a simple 2-level problem, where I want to
check weather a certain covariate varies across level 2 units. Pinheiro
Bates suggest just looking at the intervals or doing a rather conservative
ANOVA test in their book. I have also consultet Raudenbush Bryk on the
subject and they suggest using a Chi sqare statistics. It is defined as

SUM by j( (beta_hat_qj - y_hat_q0 - sum(y_hat_qs*w_sj))^2/V_hat_qqj)

beta are the within 2-level coffecients - got them with the coef()
y is a fixed effect or grand mean
the sum is for accounting of the level 2 predictors, that I don't presently
have, but will
the problem is V_hat_qqj which are the variances of the coefficients.

I can't get to them. Does anybody have an idea how to get to them? I would
really appreciate any suggestion.


Andrej Kveder, M.A.
Institute of Medical Sciences SRS SASA; Novi trg 2, SI-1000 Ljubljana,
phone: +386 1 47 06 440 fax: +386 1 42 61 493

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