Hi,
Does anyone know how to extract or calculate the standard errors for random
effects for a mixed-effects linear regression?
The lmer function from lme4 prints out standard errors for the fixed effects
but not for the random effects. I think zelig calls upon lmer, so presumably
won't produce the standard errors I'm looking for. Googling, this seems to
be an issue for several people however I haven't been able to find a
satisfactory answer.
Douglas Bates, who created lmer, says the decision not to report standard
errors for random effects was intentional because he believes they are
misleading. That may be but I wish to calculate them for replication
purposes!
A second question. In zelig, it is possible to run mixed effects logit,
probit and poisson models. I am interested in the possibility of running a
mixed effects oprobit model. How would you go about this, is it even
possible?
Cheerio, Nicola
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