confint.merMod: Compute confidence intervals on the parameters of an lme4 fit

Description

Compute confidence intervals on the parameters of an lme4 fit

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

method

for computing confidence intervals

zeta

likelihood cutoff (if not specified, computed from level: "profile" only)

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

Value

a numeric table of confidence intervals

Details

Depending on the method specified, this function will compute 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)

Examples

Run this code

fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
fm1W <- confint(fm1,method="Wald")
## ~20 seconds, MacBook Pro laptop
system.time(fm1P <- confint(fm1,method="profile",oldNames=FALSE)) ## default
## ~ 40 seconds
system.time(fm1B <- confint(fm1,method="boot",
                    .progress="txt", PBargs=list(style=3)))
load(system.file("testdata","confint_ex.rda",package="lme4"))
fm1P
fm1B

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