[R-sig-ME] Interpreting the output of summary() of a glmer-object

Hans Ekbrand hans at sociologi.cjb.net
Tue Sep 25 23:55:11 CEST 2012


On Tue, Sep 25, 2012 at 09:43:48PM +0000, Ben Bolker wrote:
> Hans Ekbrand <hans at ...> writes:

> > 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.

No need to, but thanks for the pointer. I take that it's not *simply*
the standard deviation, but it is the standard deviation :-)



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