R: Compute confidence intervals on the parameters of an lme4 fit

confint.merMod {lme4}

R Documentation

Compute confidence intervals on the parameters of an lme4 fit

Description

Compute confidence intervals on the parameters of a *lmer() model fit (of class"merMod").

Usage

## S3 method for class 'merMod'
confint(object, parm, level = 0.95,
	method = c("profile", "Wald", "boot"), zeta,
	nsim = 500, boot.type = "perc", quiet = FALSE,
	oldNames = TRUE, ...)

Arguments

`object`	a fitted [ng]lmer model
`parm`	parameters (specified by integer position)
`level`	confidence level < 1, typically above 0.90.
`method`	a `character` string determining the method for computing the confidence intervals.
`zeta`	(for `method = "profile"` only:) likelihood cutoff (if not specified, as by default, computed from `level`).
`nsim`	number of simulations for parametric bootstrap intervals.
`boot.type`	bootstrap confidence interval type.
`quiet`	(logical) suppress messages about computationally intensive profiling?
`oldNames`	(logical) use old-style names for `method="profile"`? (See `signames` argument to `profile`).
`...`	additional parameters to be passed to `profile.merMod` or `bootMer`, respectively.

Details

Depending on the method specified, confint() computes confidence intervals by

"profile":: computing a likelihood profile and finding the appropriate cutoffs based on the likelihood ratio test;
"Wald":: approximate the confidence intervals (of fixed-effect parameters only) based on the estimated local curvature of the likelihood surface;
"boot":: perform parametric bootstrapping with confidence intervals computed from the bootstrap distribution according to boot.type (see boot.ci).

Value

a numeric table of confidence intervals

Examples

fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
fm1W <- confint(fm1, method="Wald")# very fast, but ....
fm1W
testLevel <- if (nzchar(s <- Sys.getenv("LME4_TEST_LEVEL"))) as.numeric(s) else 1
if(interactive() || testLevel >= 3) {
 ## ~20 seconds, MacBook Pro laptop
 system.time(fm1P <- confint(fm1, method="profile", ## default
                             oldNames = FALSE))
 ## ~ 40 seconds
 system.time(fm1B <- confint(fm1,method="boot",
                             .progress="txt", PBargs=list(style=3)))
} else 
  load(system.file("testdata","confint_ex.rda",package="lme4"))
fm1P
fm1B

[Package lme4 version 1.1-5 Index]