On Fri, 9 Nov 2007, Rick Bilonick wrote: > On Fri, 2007-11-09 at 10:01 -0800, Bert Gunter wrote: >> Ummm... >> >> Define: "Confidence interval for BLUP" . >> >> I know what a confidence interval for a parameter or function of parameters >> (which is what a predicted value is) is; but a BLUP is neither, so I don't >> get what a confidence interval for it should mean. >> >> Feel free to reply off list, as this is clearly not an R question. >> >> >> Bert Gunter >> Genentech Nonclinical Statistics > > Would you feel better with "prediction interval"? What I'm asking is how > to access the information from lmer to compute intervals for the BLUPS > that reflect the uncertainty in these estimates. The code I showed was > taken from someone who had the same question and the various replies.
I think Bert's point is important: I picked up a student on it in a case study presentation on this week because I could think of three interpretations, none strictly confidence intervals. I think 'tolerance interval' is fairly standard for prediction of a random quantity: see ?predict.lm. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
