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The help page doesn't specify which method this function is using.

If I understand correctly, lme4 uses bootstrap to get the CIs, but I don't think the "intervals()" function from {nlme} uses Bootstrap.

Could anyone provide a reference? Thanks!

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The methods for the intervals() generic of models fitted in nlme calculate Wald-type confidence intervals for the model parameters. For the variance-covariance components, the natural parameterization is used, namely, confidence intervals are calculated for the logarithms of standard deviations, and the logits (i.e., $\log\{\rho / (1 - \rho)\}$) of correlations. However, note that these intervals will not jointly satisfy the positive-definiteness constraint.

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  • $\begingroup$ I see. Can I ask a follow-up question? How does it obtain the standard error for variance components? $\endgroup$
    – Xward
    Commented Apr 1, 2020 at 16:15

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