[R-sig-ME] random factor variance

Daniel Ezra Johnson danielezrajohnson at gmail.com
Thu May 21 01:47:05 CEST 2009


> Think about a population and then dividing it randomly into a number of
> groups. I will assume normal distributions but the same ideas apply to
> binomial etc. We would expect that the groups will have different means, and
> we know how they will vary based on the population variance. When we fit a
> random effect the question we are asking is do these vary more than
> predicted from the population, in which case our random effect variance will
> be greater than zero.

This makes sense but doesn't it lead to the conclusion that a non-zero
random effect is always "statistically significant"? In fact I think
that is not necessarily so, and you need to run a test to determine
whether a given variance is significant (i.e. better than chance)...

D




More information about the R-sig-mixed-models mailing list