I'm not sure that shrinkage is the answer, in this case. I observed a similar problem with the gamma distribution, which I mentioned here: http://tolstoy.newcastle.edu.au/R/e2/help/06/12/6903.html Since there hasn't been any discussion, I'm starting to think that it is a bug. Andrew
On Sun, Dec 31, 2006 at 12:55:44PM +0000, Gregor Gorjanc wrote:
Daniel Ezra Johnson <johnson4 <at> babel.ling.upenn.edu> writes: ...
If one compares the random effect estimates, in fact, one sees that they are in the correct proportion, with the expected signs. They are just approximately eight orders of magnitude too small. Is this a bug?
... BLUPs are essentially shrinkage estimates, where shrinkage is determined with magnitude of variance. Lower variance more shrinkage towards the mean - zero in this case. So this is not a bug. Gregor
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Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/