intervals.lme {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

### See Also

`lme`

, `print.intervals.lme`

,
`pdNatural`

### Examples

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

[Package

*nlme* version 3.1-57

Index]