I'm trying to get model averaged parameter estimates (mean, standard error, and confidence intervals). I've spent some time reading the markbook, trying to understand the delta method, and using the design matrix to code the intercept for mean values. I had been taking the mean of the parameter estimate and standard error from the model average table. In plain sight appendix 3 of the MarkBook, I just found that:
- Code: Select all
summary(rattle.mod.avg$estimate)
of the model results table (which includes the vcv matrix), provides everything I needed, including confidence intervals. The mean and standard errors from the summary, are very similar to the values I calculated "by hand".
My question is, what if I want mean values for groups or times? Can I just take the mean of the parameter estimate and standard error by groups? What if I want to get the confidence interval? Just taking the mean of the estimate and the standard error seems too easy but perhaps it really is that easy....
Thank you.