[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 03:24:34 CEST 2020



On 9/7/20 9:22 PM, Simon Harmel wrote:
> Ben,
> 
> This might seem irrelevant to my previous question, but it is from the 
> post you linked in your previous answer. So, is it correct language to say:
> 
> By including Random-Effects (e.g., random intercepts) of some 
> subjects, we are **controlling/adjusting/holding constant** 
> subjects's random variations in that random-effect (e.g., variation in 
> subjects' initial status)?

    I would probably say something like "incorporating among-subject 
variation in that term (e.g., the initial status) in the model". Or 
"accounting for".
> 
> On Mon, Sep 7, 2020 at 7:53 PM Simon Harmel <sim.harmel using gmail.com 
> <mailto:sim.harmel using gmail.com>> wrote:
> 
>     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
>     <mailto: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
>          >
>          >       [[alternative HTML version deleted]]
>          >
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