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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Confidence Intervals on lme Parameters</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for intervals.lme {nlme}"><tr><td>intervals.lme {nlme}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Confidence Intervals on lme Parameters</h2> <h3>Description</h3> <p>Approximate confidence intervals for the parameters in the linear mixed-effects model represented by <code>object</code> 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 <code>pdNatural</code> parametrization is used for general positive-definite matrices. </p> <h3>Usage</h3> <pre> ## S3 method for class 'lme' intervals(object, level = 0.95, which = c("all", "var-cov", "fixed"), ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>object</code></td> <td> <p>an object inheriting from class <code>"<a href="lme.html">lme</a>"</code>, representing a fitted linear mixed-effects model.</p> </td></tr> <tr valign="top"><td><code>level</code></td> <td> <p>an optional numeric value with the confidence level for the intervals. Defaults to 0.95.</p> </td></tr> <tr valign="top"><td><code>which</code></td> <td> <p>an optional character string specifying the subset of parameters for which to construct the confidence intervals. Possible values are <code>"all"</code> for all parameters, <code>"var-cov"</code> for the variance-covariance parameters only, and <code>"fixed"</code> for the fixed effects only. Defaults to <code>"all"</code>.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>some methods for this generic require additional arguments. None are used in this method.</p> </td></tr> </table> <h3>Value</h3> <p>a list with components given by data frames with rows corresponding to parameters and columns <code>lower</code>, <code>est.</code>, and <code>upper</code> representing respectively lower confidence limits, the estimated values, and upper confidence limits for the parameters. Possible components are: </p> <table summary="R valueblock"> <tr valign="top"><td><code>fixed</code></td> <td> <p>fixed effects, only present when <code>which</code> is not equal to <code>"var-cov"</code>.</p> </td></tr> <tr valign="top"><td><code>reStruct</code></td> <td> <p>random effects variance-covariance parameters, only present when <code>which</code> is not equal to <code>"fixed"</code>.</p> </td></tr> <tr valign="top"><td><code>corStruct</code></td> <td> <p>within-group correlation parameters, only present when <code>which</code> is not equal to <code>"fixed"</code> and a correlation structure is used in <code>object</code>.</p> </td></tr> <tr valign="top"><td><code>varFunc</code></td> <td> <p>within-group variance function parameters, only present when <code>which</code> is not equal to <code>"fixed"</code> and a variance function structure is used in <code>object</code>.</p> </td></tr> <tr valign="top"><td><code>sigma</code></td> <td> <p>within-group standard deviation.</p> </td></tr> </table> <h3>Author(s)</h3> <p>José Pinheiro and Douglas Bates <a href="mailto:bates@stat.wisc.edu">bates@stat.wisc.edu</a></p> <h3>References</h3> <p>Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer. </p> <h3>See Also</h3> <p><code><a href="lme.html">lme</a></code>, <code><a href="intervals.html">intervals</a></code>, <code><a href="intervals.lme.html">print.intervals.lme</a></code>, <code><a href="pdNatural.html">pdNatural</a></code></p> <h3>Examples</h3> <pre> fm1 <- lme(distance ~ age, Orthodont, random = ~ age | Subject) intervals(fm1) </pre> <hr /><div style="text-align: center;">[Package <em>nlme</em> version 3.1-139 <a href="00Index.html">Index</a>]</div> </body></html>