[R-sig-ME] Understanding variance components

[Phillip Alday]

On Fri, 2017-01-13 at 18:06 +0100, Henrik Singmann wrote:
> Hi Gang,
> 

:snip:
> The reported variance is the estimated variance of these increments, 
> which is most likely unequal to the actual variance you would obtain
> by 
> calculating it from the estimated increments, which are sometimes
> called 
> BLUPs (I wonder if a better term for those exist).
> 

I've seen them called "conditional modes" (in a vaguely Bayesian sense)
at some point by Doug Bates because of course they're not linear for
the GLMM case.

Best,
Phillip

> Hope that helps,
> Henrik
> 
> PS: Belated Happy New Year to everyone.
> 
> 
> Am 05.01.2017 um 17:28 schrieb Chen, Gang (NIH/NIMH) [C]:
> > 
> > Suppose that I have the following dataset in R:
> > 
> > library(lme4)
> > data(Machines,package="nlme")
> > mydata <- Machines[Machines$Machine!='C’,]
> > 
> > With the following model:
> > 
> > print(lmer(score ~ 1 + (1|Worker/Machine), data=mydata),
> > ranef.comp="Var")
> > 
> > I have the variance components as shown below:
> > 
> > Random effects:
> >  Groups         Name        Variance
> >  Machine:Worker (Intercept) 46.00
> >  Worker         (Intercept) 13.84
> >  Residual                    1.16
> > 
> > I have trouble understanding exactly what the first two components
> > are: Machine:Worker and Worker? Specifically,
> > 
> > 1) What is the variance for Worker: corresponding to the base (or
> > reference) level of the factor Machine? If so, what is the base
> > level: the first level in the dataset or alphabetically the first
> > level (it happens to be the same in this particular dataset)?
> > 
> > 2) What is the variance for Machine:Worker? Is it the variance for
> > the second level of the factor Machine, or the extra variance
> > relative to the variance for Worker?
> > 
> > Furthermore, for the model:
> > 
> > print(lmer(score ~ 1 + (1|Worker/Machine), data=Machines),
> > ranef.comp="Var")
> > 
> > what is the variance for Machine:Worker in the following result
> > since there are 3 levels involved in the factor Machine?
> > 
> > Random effects:
> >  Groups         Name        Variance
> >  Machine:Worker (Intercept) 60.2972
> >  Worker         (Intercept)  7.3959
> >  Residual                    0.9246
> > 
> > Thanks,
> > Gang
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> > 
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