[R-sig-ME] interpretation of random effects variance from glmer() with the Gamma family

Yan, Jun jun@y@n @end|ng |rom uconn@edu
Mon Dec 5 11:50:46 CET 2022


Hi All,

The summary of an lme4::glmer() fit with the Gamma family has a section on random effects. For example:

Random effects:
 Groups   Name        Variance Std.Dev.
 Year     (Intercept) 0.002536 0.05036
 Residual             0.011198 0.10582
Number of obs: 91, groups:  Year, 12

The function call that I used was

fit2 <- glmer(y ~ (1 | Year), data = finals, family = Gamma(link = "log"))

I understand that the normal random effect of "Year" has variance 0.00256. My question is, doe the variance for the "Residual", 0.011198, mean the variance of the Gamma family or the dispersion parameter (which is the reciprocal of the shape of the Gamma distribution, the same as what is reported from a glm fit)?

Any tips are appreciated.
Jun Yan, Professor
Department of Statistics, University of Connecticut
215 Glenbrook Rd. Unit 4120  Storrs, CT 06269
Voice: 860-486-3416  Fax: 860-486-4113
Web: http://statistics.uconn.edu/person/jun-yan/
http://scholar.google.com/citations?user=4jVhnnEAAAAJ&hl=en


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