Re:Show HN: ciTools – Quickly calculate uncertainty interval...
by jth0 on Sunday October 08, 2017 @08:47PM
(#15430864)
Good question! There is a vignette in the GitHub version that specifically addresses mixed models and lists exactly which variances and standard errors are incorporated in interval estimation. We show in the vignette that our intervals reach the nominal coverage level asymptotically.
Re:Show HN: ciTools – Quickly calculate uncertainty interval...
by confounded on Sunday October 08, 2017 @10:34PM
(#15431222)
Fantastic!
However, what a prediction interval actually means is a slightly conentuous issue in the context of mixed models, and Douglas Bates had plenty of caution about constructing/interpreting them on the R mailing lists a few years back.
This said, I’ve always found the tip-toeing around constructing them annoying; it just means that there’s little standard practice.
Do you have any documentation on how you’re doing prediction intervals for mixed models, and what interpretations do and don’t make sense for your method?