reconf - Confidence Intervals for Random Effect Parameters in Linear Mixed Models
Computes score-based confidence intervals and hypothesis tests for variance and covariance parameters of random effects in linear mixed models fitted with 'lme4'. The intervals invert a profile score statistic on the variance-covariance scale, with nuisance parameters estimated on an extended parameter set. The intervals have near-nominal coverage uniformly in the parameter, including near the boundary of the parameter space, where Wald and likelihood ratio intervals can be unreliable. The methods are described in Shedden and Ekvall (2026) <doi:10.48550/arXiv.2610.04181>, building on Ekvall and Bottai (2026) <doi:10.1093/biomet/asaf079>, Zhang, Ekvall, and Molstad (2025) <doi:10.1093/biomet/asaf010>, and Ekvall and Bottai (2022) <doi:10.1214/22-AOS2177>.
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confidence-intervalshypothesis-testingmixed-modelsstatisticscpp
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