Here is the R code :
And the output is
I understand how the confidence interval for "(Intercept)" and "coefficient of Days " are calculated (though it is **not profile** confidence intervals ) :
But I don't know how are the confidence interval of "sig01" , "sig02" , "sig03" , "sigma" calculated ?
I am trying to calculate the confidence interval (whether it is profiled or not) of variance component in that manner that I have calculated for "(Intercept)" and "Days", that is , confidence interval of variance component based on asymptotic standard normal distribution .
Thank you very much. Regards.
Code:
library(lme4)
fm1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy)
confint.merMod(fm1,oldNames=FALSE)
Code:
2.5 % 97.5 %
sd_(Intercept)|Subject 14.3814761 37.715996
cor_Days.(Intercept)|Subject -0.4815007 0.684986
sd_Days|Subject 3.8011641 8.753383
sigma 22.8982669 28.857997
(Intercept) 237.6806955 265.129515
Days 7.3586533 13.575919I understand how the confidence interval for "(Intercept)" and "coefficient of Days " are calculated (though it is **not profile** confidence intervals ) :
Code:
res=summary(fm1)
ans=coefficients(res)
estimate = ans[,1]
se = ans[,2]
ci.int = estimate[1]+qnorm(c(.025,.975))*se[1]
[1] 238.0292 264.7810
ci.day = estimate[2]+qnorm(c(.025,.975))*se[2]
[1] 7.437595 13.496977I am trying to calculate the confidence interval (whether it is profiled or not) of variance component in that manner that I have calculated for "(Intercept)" and "Days", that is , confidence interval of variance component based on asymptotic standard normal distribution .
Thank you very much. Regards.