[R-sig-ME] LMER vs MLwiN

[Doran, Harold]

Raudenbush and Bryk do discuss this in their book if you require a text. But, it is quite easy to show. At one point, there was an example of how to do this using mcmcsamp() in the lme4 package (I think). But, I don't see the lattice plots in that help page now. 

> -----Original Message-----
> From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-
> bounces at r-project.org] On Behalf Of W Robert Long
> Sent: Friday, February 17, 2012 2:33 PM
> To: r-sig-mixed-models at r-project.org; Douglas Bates
> Subject: Re: [R-sig-ME] LMER vs MLwiN
> 
> 
> On 17/02/2012 4:37 PM, Douglas Bates wrote:
> <snip>
> >> The estimates look pretty close, but the standard errors for the REs are
> >> quite different - I seem to remember the sampling variance of REs has a
> >> skewed distribution, but I don't know if this has anything to do with it ?
> >
> > Those are not standard errors in the glmer output.  They are simply
> > the variance estimates on the standard deviation scale (i.e. 0.15567 =
> > sqrt(0.024233)).  The reason that glmer does not provide a standard
> > error for an estimate of a variance component is because they don't
> > make sense in most cases.  The distribution of the estimator is highly
> > skewed.
> >
> <snip>
> 
> Thank you for that. Could you provide a reference for this latter point
> ? I have a copy of the Pinheiro and Bates (2000) book available in our
> library, if it's in there ? Otherwise, a published paper would be also
> be fine.
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models