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

Harold Doran 
To add a little notation to this, we can use law of total variance, var(y) = E(var(Y|X)) + var(E(Y|X)). The conditional means of the random effects are E(Y|X) and hence their variance is only one portion of the total variance. 

-----Original Message-----
From: R-sig-mixed-models <r-sig-mixed-models-bounces at r-project.org> On Behalf Of D. Rizopoulos
Sent: Monday, September 7, 2020 11:02 PM
To: Simon Harmel <sim.harmel at gmail.com>; r-sig-mixed-models <r-sig-mixed-models at r-project.org>
Subject: Re: [R-sig-ME] var(ranef(Random Effect)) not the same as the variance component

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Yes, you do not expect these two be the same. The variance components are the prior variances of the random effects, whereas var(ranef(model)) is the variance of the posterior means/modes of the random effects.

Best,
Dimitris

  
Dimitris Rizopoulos
Professor of Biostatistics
Erasmus University Medical Center
The Netherlands

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