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

Joshua Wiley jwiley.psych at gmail.com
Tue Jul 17 21:04:43 CEST 2012

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.


Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles

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