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

[Simon Harmel]

Much appreciated, Ben. I will study those resources to better understand
the estimation process.

Thanks again,
Simon

On Mon, Sep 7, 2020 at 6:25 PM Ben Bolker <bbolker using gmail.com> wrote:

>    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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> >
>
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