bVar slot of lmer objects and standard errors

Dear all,

Sorry if this is not the correct list for this kind of questions.

In the well known example from lme4 library 

fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy)
 
if you consider that (s1^2)*fm1 at bVar$Subject is the posterior covariance
matrix where s1<-attr(VarCorr(fm1),"sc") (as indicated in the following post 
(http://tolstoy.newcastle.edu.au/R/help/05/12/17977.html), then, what
would attr(p.bs[[1]], "postVar") with p.bs <- ranef(fm1, postVar = TRUE)
be? According to help(ranef), postVar is an optional logical argument
indicating if the conditional variance covariance matrices, also called
the ?posterior variances?, of the random effects should be included.

You can check that the results are certainly not the same. Then, which
one is the correct posterior covariance matrix for the empirical bayes
estimates?

Thank you very much in advance.

Jorge

_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_
|Jorge Gonz?lez                                                       |
|Faculty of Psychology                                                |
|Research Group of Quantitative Psychology and Individual Differences |
|jorge.gonzalez at psy.kuleuven.be                                       |
|http://perswww.kuleuven.be/jorge_gonzalez                            |
|http://www.kuleuven.be/cv/u0045204e.htm                              |
|_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_|




Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm