Skip to content
Prev 18685 / 20628 Next
Original Raw

var(ranef(Random Effect)) not the same as the variance component

Ben Bolker 
Yes, that's correct.

 From 
https://stats.stackexchange.com/questions/392283/interpreting-blups-or-varcorr-estimates-in-mixed-models/392307#392307

 > the covariance matrix of the empirical Bayes estimates obtained from 
ranef() is related to the covariance of this posterior distribution [of 
conditional modes/BLUPs] whereas VarCorr() is giving the D matrix, which 
is the covariance matrix of the prior distribution of the random 
effects. These are not the same.
On 9/7/20 7:22 PM, Simon Harmel wrote:

Thread (12 messages)

Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 7 Ben Bolker var(ranef(Random Effect)) not the same as the variance component Sep 7 Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 7 Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 7 Ben Bolker var(ranef(Random Effect)) not the same as the variance component Sep 7 Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 7 Dimitris Rizopoulos var(ranef(Random Effect)) not the same as the variance component Sep 7 Harold Doran var(ranef(Random Effect)) not the same as the variance component Sep 8 Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 9 Harold Doran var(ranef(Random Effect)) not the same as the variance component Sep 9 Simon Harmel var(ranef(Random Effect)) not the same as the variance component Sep 9 Harold Doran var(ranef(Random Effect)) not the same as the variance component Sep 9