intervals.lme              package:nlme              R Documentation

Confidence Intervals on lme Parameters

Description:

     Approximate confidence intervals for the parameters in the linear
     mixed-effects model represented by 'object' are obtained, using a
     normal approximation to the distribution of the (restricted)
     maximum likelihood estimators (the estimators are assumed to have
     a normal distribution centered at the true parameter values and
     with covariance matrix equal to the negative inverse Hessian
     matrix of the (restricted) log-likelihood evaluated at the
     estimated parameters). Confidence intervals are obtained in an
     unconstrained scale first, using the normal approximation, and, if
     necessary, transformed to the constrained scale. The 'pdNatural'
     parametrization is used for general positive-definite matrices.

Usage:

     ## S3 method for class 'lme':
     intervals(object, level, which, ...)

Arguments:

  object: an object inheriting from class 'lme', representing a fitted
          linear mixed-effects model.

   level: an optional numeric value with the confidence level for the
          intervals. Defaults to 0.95.

   which: an optional character string specifying the  subset of
          parameters for which to construct the confidence intervals.
          Possible values are '"all"' for all parameters, '"var-cov"'
          for the variance-covariance parameters only, and '"fixed"'
          for the fixed effects only. Defaults to '"all"'.

     ...: some methods for this generic require additional arguments. 
          None are used in this method.

Value:

     a list with components given by data frames with rows
     corresponding to parameters and columns 'lower', 'est.', and
     'upper' representing respectively lower confidence limits, the
     estimated values, and upper confidence limits for the parameters.
     Possible components are: 

   fixed: fixed effects, only present when 'which' is not equal to
          '"var-cov"'.

reStruct: random effects variance-covariance parameters, only present
          when 'which' is not equal to '"fixed"'.

corStruct: within-group correlation parameters, only present when
          'which' is not equal to '"fixed"' and a correlation structure
          is used in 'object'.

 varFunc: within-group variance function parameters, only present when
          'which' is not equal to '"fixed"' and a variance function
          structure is used in 'object'.

   sigma: within-group standard deviation.

Author(s):

     Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates
     bates@stat.wisc.edu

References:

     Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S
     and S-PLUS", Springer.

See Also:

     'lme', 'intervals', 'print.intervals.lme', 'pdNatural'

Examples:

     fm1 <- lme(distance ~ age, Orthodont, random = ~ age | Subject)
     intervals(fm1)

