[R-sig-ME] Understanding variance components
Phillip Alday
Phillip.Alday at unisa.edu.au
Sat Jan 14 10:49:33 CET 2017
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
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> >
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