[R-sig-ME] var(ranef(Random Effect)) not the same as the variance component

Ben Bolker 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,
> Simon
> 	[[alternative HTML version deleted]]
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

More information about the R-sig-mixed-models mailing list