In simple terms, how is the estimated variance of higher-level effects calculated?

On Tue, Jul 17, 2012 at 12:13 PM, Jeremy Koster <helixed2 at yahoo.com> wrote:

Thanks for the feedback, David.  Owing to my lack of expertise, I confess that I didn't completely follow everything, but your email inspired me to explore the varying intercepts with different exponential families, focusing particularly on the gaussian.

In short, my students were looking at the estimated varying intercepts for each higher-level group (or the "BLUP's", as some people seem to call them) -- the intercepts that one can see by entering:

As Alan James once said, "these values are just like the BLUPs - Best
Linear Unbiased Predictors - except that they aren't linear and they
aren't unbiased and there is no clear sense in which they are "best",
but other than that ..."