Hi , can anyone please explain me the following output produces in `R` when I ran the command `confint(lmer())` .
Here is the R code :
And the output is :
I have understood the last two row which are confidence interval for Intercept and Days , respectively . But what are those `sig01` , `sig02` , `sig03` , `sigma` ?
If I write down the model `Reaction ~ Days + (Days | Subject)` :
\(\text{Reaction}_{ij}=\beta_{0j}+\beta_{1j}\text{Days}_{ij}+e_{ij}\)
\(\beta_{0j}=\gamma_{00}+u_{0j}\)
\(\beta_{1j}=\gamma_{10}+u_{1j}\)
Combining the last two equations into first one , that is , by substituting the level-2 equation to level-1 equation, we have ;
\(\text{Reaction}_{ij}=\gamma_{00}+\gamma_{10}\text{Days}_{ij}+u_{0j}+u_{1j}\text{Days}_{ij}+e_{ij}\)
* Is `sig01` variance of \(u_{0j}\) ?
* Is `sig02` variance of \(u_{1j}\) ?
* Is `sig03` variance of \(e_{ij}\) ?
* What is `sigma` in the output of `confint` ?
Many Thanks! Regards .
Here is the R code :
Code:
library(lme4)
fm1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy)
confint(fm1)
Code:
Computing profile confidence intervals ...
2.5 % 97.5 %
.sig01 14.3815760 37.715996
.sig02 -0.4815007 0.684986
.sig03 3.8011641 8.753383
.sigma 22.8982669 28.857997
(Intercept) 237.6806955 265.129515
Days 7.3586533 13.575919
If I write down the model `Reaction ~ Days + (Days | Subject)` :
\(\text{Reaction}_{ij}=\beta_{0j}+\beta_{1j}\text{Days}_{ij}+e_{ij}\)
\(\beta_{0j}=\gamma_{00}+u_{0j}\)
\(\beta_{1j}=\gamma_{10}+u_{1j}\)
Combining the last two equations into first one , that is , by substituting the level-2 equation to level-1 equation, we have ;
\(\text{Reaction}_{ij}=\gamma_{00}+\gamma_{10}\text{Days}_{ij}+u_{0j}+u_{1j}\text{Days}_{ij}+e_{ij}\)
* Is `sig01` variance of \(u_{0j}\) ?
* Is `sig02` variance of \(u_{1j}\) ?
* Is `sig03` variance of \(e_{ij}\) ?
* What is `sigma` in the output of `confint` ?
Many Thanks! Regards .
Last edited: