That's by intent, by the way. The standard errors of the variance components are only useful if the distribution is symmetric, and this is not always true. If you were using lmer, and not lme, then you could use the mcmcsamp function to look at the distribution of the random effects to see if it is approximately normal. But, there are other ways to check and see if retaining the variance component is necessary or not, such as LRT statistics.
> -----Original Message----- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of WONG, Ka Yau > Sent: Tuesday, March 17, 2009 12:05 PM > To: r-help@r-project.org > Subject: [R] Multilevel Modeling using R > > Dear experts, > > I use R to conduct multilevel modeling. However, I > have a problem about the interpretation of random effect. > Unlike the variables in fixed effects, the variables in > random effects have not shown the standard error (s.e.) and > p-value, so I don't know whether they are significant or not? > I want to obtain these figures to make the decision. Thank > you for your great help! > > Below is the syntax and output of my program: > > library(nlme) > dataset <- read.csv("d:/dataset.csv") > lme11 <- lme(Overall~1, random=~1|School, method="ML", data=dataset) > summary(lme11) > > Linear mixed-effects model fit by maximum likelihood > Data: dataset > AIC BIC logLik > 12637.06 12656.27 -6315.53 > Random effects: > Formula: ~1 | School > (Intercept) Residual > StdDev: 0.2912031 0.9894488 (<-- No s.e. & p-value) > Fixed effects: Overall ~ 1 > Value Std.Error DF t-value > p-value > (Intercept) 0.7755495 0.06758038 4444 11.47596 0 > (<-- Have s.e. & p-value) > Standardized Within-Group Residuals: > Min Q1 Med Q3 Max > -3.797466473 -0.661750231 -0.007874993 0.652625939 > 3.549169733 Number of Observations: 4464 Number of Groups: 20 > > Best Regards, > Tommy > Research Assistant of HKIEd > > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. > ______________________________________________ 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.
