[R-sig-ME] In simple terms, how is the estimated variance of higher-level effects calculated?

[Joshua Wiley]

On Tue, Jul 17, 2012 at 11:55 AM, Douglas Bates <bates at stat.wisc.edu> wrote:
> On Tue, Jul 17, 2012 at 12:13 PM, Jeremy Koster <helixed2 at yahoo.com> wrote:
>> Thanks for the feedback, David.  Owing to my lack of expertise, I confess that I didn't completely follow everything, but your email inspired me to explore the varying intercepts with different exponential families, focusing particularly on the gaussian.
>>
>> In short, my students were looking at the estimated varying intercepts for each higher-level group (or the "BLUP's", as some people seem to call them) -- the intercepts that one can see by entering:
>
> As Alan James once said, "these values are just like the BLUPs - Best
> Linear Unbiased Predictors - except that they aren't linear and they
> aren't unbiased and there is no clear sense in which they are "best",
> but other than that ..."

Nominated for a fortune.

[snip]

-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/