[R-sig-ME] Interpreting the output of summary() of a glmer-object
Ben Bolker
bbolker at gmail.com
Tue Sep 25 23:43:48 CEST 2012
Hans Ekbrand <hans at ...> writes:
>
> On Tue, Sep 25, 2012 at 02:04:19AM +0000, Ben Bolker wrote:
> > Hans Ekbrand <hans at ...> writes:
> >
[snip]
> > >
> > > load(url("http://sociologi.cjb.net/temp/a.strange.df.RData"))
> > > my.fit.1 <- glmer(MV744A ~ (1|MV024),
> > > data = a.strange.df, family = "binomial")
> > > summary(my.fit.1)
> > >
[snip]
> > > Random effects:
> > > Groups Name Variance Std.Dev.
> > > MV024 (Intercept) 0.40558 0.63685
> > > Number of obs: 73601, groups: MV024, 29
> > >
[snip]
>
> So, if I understand you - which I think I do - then 0.63685 is
> simply the standard deviation of ranef(my.fit.1)?
>
> When I try to compute that manually I get a numerically
> close figure, but not quite the same:
>
> sd(unlist(ranef(my.fit.1)))
> [1] 0.6423346
>
> I am on the right track?
>
I think this has been discussed previously on the list (although
I can't point you to a precise spot), but:
http://permalink.gmane.org/gmane.comp.lang.r.lme4.devel/8580
says
"Generally you will find that the variance of the values returned by
ranef is less than the estimated variance because of shrinkage."
Sorry I can't go into more detail right now.
More information about the R-sig-mixed-models
mailing list