Extract posterior estimate and credible intervals for random effect for lme4 model in R

问题

I need to extract the posterior estimates and intervals for a random effect from my model.

For illustrative purposes, a similar dataset to the one I am using would be the ChickWeight dataset in base R.

The way I extract the posterior estimates and intervals for my fixed effects is like so:

#load package
library(lme4)

#model
m.surv<-lmer(weight ~ Time + Diet + (1|Chick), data=ChickWeight)

#load packages
library(MCMCglmm)
library(arm)

#set up for fixed effects
sm.surv<-sim(m.surv)
smfixef.surv=sm.surv@fixef
smfixef.surv=as.mcmc(smfixef.surv)

#which gives
> posterior.mode(smfixef.surv)
(Intercept)        Time       Diet2  ... 
  8.5963329   8.7034260   5.1220436  ...
> HPDinterval(smfixef.surv)
                   lower      upper
(Intercept) -0.90309142 21.3617805
Time         8.42279728  9.0306337
Diet2       -6.84371527 35.1745980
...
attr(,"Probability")
[1] 0.95
>

When I try this for the random effect (Chick), I get the following error at the second line of code:

smranef.surv=sm.surv@ranef
smranef.surv=as.mcmc(smranef.surv)

Error in mcmc.list(x) : Arguments must be mcmc objects

Any suggestions on how I can modify my code to extract these values for the random effect?

Note for other users: if the model would have been a MCMCglmm model, the posterior mode values for the MCMC output for the random effects can be extracted like so:

posterior.mode(sm.surv$VCV[,1])
HPDinterval(sm.surv$VCV[,1])

回答1:

To extract the estimate and 95% CI for your random effects, you use the following code:

sm.surv <-sim(m.surv)

#between Chick variance
bChick <-sm@ranef$Chick[,,1]
bvar<-as.vector(apply(bChick, 1, var)) #between ind variance posterior distribution
bvar<-as.mcmc(bvar)
posterior.mode(bvar) #mode of the distribution
HPDinterval(bvar)

This will then give you:

>     posterior.mode(bvar)
     var1 
     501.24353 
>     HPDinterval(bvar)
      lower   upper
var1 412.36042 630.201
attr(,"Probability")
[1] 0.95

This means that the estimate is 501 and the lower 95% interval was 412 and the upper 95% interval was 630.

来源：https://stackoverflow.com/questions/59022246/extract-posterior-estimate-and-credible-intervals-for-random-effect-for-lme4-mod

标签

lme4

confidence-interval

mcmc

credible-interval