[R] residual variance in lmer

[Prof Brian Ripley]

On Fri, 4 Nov 2005, Prof Brian Ripley wrote:

> On Fri, 4 Nov 2005, Douglas Bates wrote:
>
>> On 11/4/05, Tom Van Dooren <vdooren at rulsfb.leidenuniv.nl> wrote:
>>
>>> when running lmer with family set to quasibinomial,
>>> is the "residual" variance reported among the random effects, the
>>> dispersion parameter as in glm, or something else?
>>
>> It should be the dispersion parameter.  I say "should be" because I am
>> not that familiar with the quasibinomial family and I don't know
>> exactly how the dispersion parameter is defined.  I can tell you that
>> the 'residual' variance is evaluated as the ML estimate of the
>> variance from the last weighted penalized least squares problem used
>> in the iterative estimation.  Does that help?
>
> I would say that is an estimate of the dispersion parameter, different
> from those used in glm() as indeed it should be as this is a GLM.
                                                             ^not
Oops, sorry.

> Estimation of the dispersion in a quasibinomial family is pretty tricky,
> even for a glm.  Be prepared for estimates to be biased.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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