[R-sig-ME] var(ranef(Random Effect)) not the same as the variance component
bbo|ker @end|ng |rom gm@||@com
Tue Sep 8 01:25:20 CEST 2020
Yes, that's correct.
> the covariance matrix of the empirical Bayes estimates obtained from
ranef() is related to the covariance of this posterior distribution [of
conditional modes/BLUPs] whereas VarCorr() is giving the D matrix, which
is the covariance matrix of the prior distribution of the random
effects. These are not the same.
On 9/7/20 7:22 PM, Simon Harmel wrote:
> Hello All,
> A very basic question. Generally, `var(ranef(Random Effect))` may not
> necessarily be the same as the variance component reported for that Random
> Effect in the model output, correct?
> Thank you all,
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