[R-sig-ME] var(ranef(Random Effect)) not the same as the variance component
Simon Harmel
@|m@h@rme| @end|ng |rom gm@||@com
Tue Sep 8 03:35:16 CEST 2020
Sure, I felt like "accounting for" might seem a bit vague, could we also
say "after leaving aside the variation among subjects' initial status, ..."?
On Mon, Sep 7, 2020 at 8:24 PM Ben Bolker <bbolker using gmail.com> wrote:
>
>
> 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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