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how to extract credible intervals
Posted: Tue Mar 08, 2022 9:18 am
by med151991
Hello,
using this
Code: Select all
sqrt(coef(modelstim)[c("RP2_var_Intercept")])
I'm able to get the variance for level two, but wondered is there a way to do this for the credible interval? and if not, how is it possible to calculate this myself? As this returns the variance directly, does the standard error in the model results also need to be ^ 2 to use to calculate the CI? Hope that makes sense, thank you
Re: how to extract credible intervals
Posted: Thu Mar 10, 2022 9:04 pm
by ChrisCharlton
For MCMC models the parameter chains are stored in a
chains slot of the returned object, in your case this would be
modelstim@chains.
You can use the functions provided in the
coda package to manipulate these, for example:
Code: Select all
library(coda)
summary(modelstim@chains)
will list summary statistics for each parameter, including the mean and quantiles (0.025 and 0.975 correspond to the reported credible intervals). If you save the output from this function to an object then you can extract the values from here.