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

[Harold Doran]

To add a little notation to this, we can use law of total variance, var(y) = E(var(Y|X)) + var(E(Y|X)). The conditional means of the random effects are E(Y|X) and hence their variance is only one portion of the total variance. 

-----Original Message-----
From: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> On Behalf Of D. Rizopoulos
Sent: Monday, September 7, 2020 11:02 PM
To: Simon Harmel <sim.harmel using gmail.com>; r-sig-mixed-models <r-sig-mixed-models using r-project.org>
Subject: Re: [R-sig-ME] var(ranef(Random Effect)) not the same as the variance component

External email alert: Be wary of links & attachments.


Yes, you do not expect these two be the same. The variance components are the prior variances of the random effects, whereas var(ranef(model)) is the variance of the posterior means/modes of the random effects.

Best,
Dimitris

  
Dimitris Rizopoulos
Professor of Biostatistics
Erasmus University Medical Center
The Netherlands
________________________________
From: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> on behalf of Simon Harmel <sim.harmel using gmail.com>
Sent: Tuesday, September 8, 2020 1:22:15 AM
To: r-sig-mixed-models <r-sig-mixed-models using r-project.org>
Subject: [R-sig-ME] var(ranef(Random Effect)) not the same as the variance component

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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