I'm trying to compute confidence intervals for groups with a common model using lmList from the lme4 package. It works fine for normal linear model, but fails when the dependent variable is dichotomous. For example, this works fine:
d <- data.frame(
g = sample(c("A","B","C","D","E"), 250, replace=TRUE),
y1 = runif(250, max=100),
y2 = sample(c(0,1), 250, replace=TRUE)
)
library(lme4)
fm1 <- lmList(y1 ~ 1 | g, data=d)
I can extract the coefficients using coef(fm1) and the confidence interval for the coefficients using confint(fm1). Then I run a model with the dichotomous outcome:
fm2 <- lmList(y2 ~ 1 | g, data=d, family=binomial)
I can still get the coefficients using coef(fm2), but when I try to get the confidence intervals, I get an error:
> confint(fm2)
Waiting for profiling to be done...
Waiting for profiling to be done...
Error in val[, , i] <- eval(mCall) : incorrect number of subscripts
I was originally going to post this to stats.stackexchange because I thought it might be something I don't understand about the confidence intervals of GLMs, but then I figured out that I can still get the confidence intervals using
by(d, d$g, function(x) confint(glm(y2 ~ 1, data=x, family=binomial)))
Is there some way to do this using lmList?
> sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=German_Germany.1252 LC_CTYPE=German_Germany.1252
[3] LC_MONETARY=German_Germany.1252 LC_NUMERIC=C
[5] LC_TIME=German_Germany.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] lme4_0.999375-42 Matrix_1.0-6 lattice_0.20-6
loaded via a namespace (and not attached):
[1] grid_2.15.0 MASS_7.3-17 nlme_3.1-103 stats4_2.15.0 tools_2.15.0
by()method then. Thanks for the comment. – smillig