Plotting individual confidence intervals for the coefficients in the lmList fit

Question

I'm trying to solve an exercise from Pinheiro and Bates book (Mixed-Effects Models in S and S-PLUS) using R. It uses data Pixel from nlme package.

The exercise says: Use lmList to fit a separate quadratic model in day for each Dog. Plot the individual confidence intervals for the coefficients in the lmList fit. Verify that only the intercept and the linear coefficient seem to vary significantly with Dog.

I fitted the model like this:

fm2Pixel.lis<-lmList(pixel~day+I(day^2)|Dog, Pixel)

But when I try to plot confidence intervals using this function:

plot(intervals(fm2Pixel.lis))

R gives mi this error:

Error in `[<-`(`*tmp*`, use, use, ii, value = lst[[ii]]) : 
  subscript out of bounds

Does enyone know how to fix whatever is wrong?

I actually consider this a bug in nlme::lmList (I think it should be able to handle this edge case). I've written to [email protected] raising the issue ... — Ben Bolker
FWIW this gives a different set of warning/error messages: summary(fm2Pixel.lis2<-lmList(pixel~poly(day,2)|Dog, Pixel)) — Ben Bolker

Roland Roland · Accepted Answer · 2015-09-20T14:28:52

There are only two observations with Dog == 9. This results in an NA for the estimate of the quadratic parameter and intervals can't handle that. If you exclude this subset it works:

fm2Pixel.lis <- lmList(pixel ~ poly(day, 2, raw = TRUE) | Dog,
                       Pixel[Pixel$Dog != 9,])
plot(intervals(fm2Pixel.lis))

Plotting individual confidence intervals for the coefficients in the lmList fit

1 Answers