[R] the estimated random effects for each level of grouping

stat999 yumik091186 at gmail.com
Tue Dec 6 11:02:12 CET 2011


Hi, I am a quite beginner of random effect modelling.
Sorry for my ignorant question.

My question is about the values of lme function.
It returns coefficients which is a list with two components.
The R-help file says that it returns the estimated random effects for each
level of grouping.

What is the estimator of this random effects in R?
 
Since the random effects are random variables so this "estimate" should be
something like mean or mode of the density of the random effect given data,
f_i(b_i|y_i)....



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