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

[Ben Bolker]

   Yes, that's correct.

 From 
https://stats.stackexchange.com/questions/392283/interpreting-blups-or-varcorr-estimates-in-mixed-models/392307#392307

 > 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
> 
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> 
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