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

Ben Bolker bbolker at gmail.com
Wed Dec 7 02:48:51 CET 2011


stat999 <yumik091186 <at> gmail.com> writes:

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

  No problem, but this question is more appropriate for
the r-sig-mixed-models at r-project.org mailing list ...
 
> 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)....

   Yes.  In the case of lme, which does linear mixed models,
I believe the mean and mode of the conditional density are the
same.  But you may get better/more complete answers on the
other mailing list.



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