Re: [R] Confidence Intervals for Mixed Effects

From: Spencer Graves <>
Date: Sun 06 Nov 2005 - 10:38:22 EST

          Are you familiar with "intervals" and "lme" in the nlme package? These are documented in Pinheiro and Bates (2000) Mixed-Effects Models in S and S-Plus (Springer). I'm not familiar with the algorithm, but if it's different from Satterthwaite's method, I suspect that Prof. Bates had a good reason for choosing something different. Since R is open source, you could read the code and modify it to use Sattherthwaite and compare the two side by side. The nlme package includes a "simulate.lme" function, which you could use to compare the different methods.

	  hope this helps.
	  spencer graves

Michel Friesenhahn wrote:
> I'm fairly new to R and am wondering if anybody knows of R code to
> calculate confidence intervals for parameters (fixed effects and variance
> components) from mixed effects models based on Sattherthwaite's method?
> I'm also interested in Satterthwaite-based confidence intervals for linear
> combinations (mostly sums) of various variance components.
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Spencer Graves, PhD
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Received on Sun Nov 06 10:53:17 2005

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