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rbayesianmcmcstandard-error

MCMCglmm: extract posterior se of modeled fixed effects

I need to extract the posterior SE estimates my each fixed 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
>

Any suggestions on how I can modify my code to extract the SEs for the fixed effects (Time and Diet2)?

Solution

  • You might want to extract them from the summary statistics of smfixef.surv.

    s <- summary(smfixef.surv)$statistics
s[grep("Time|Diet", rownames(s)), grep("SE", colnames(s))]
#         Naive SE Time-series SE
# Time  0.02046371     0.02046371
# Diet2 0.96785150     0.96785150
# Diet3 1.02553234     1.02553234
# Diet4 1.07393122     1.66512213