[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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