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lmer stand dev of coefficients

2 messages · Iasonas Lamprianou, Douglas Bates

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Dear friends
when I use sd(coef(mymodel)$myvariable) I get 0.21
However, the summary of the model gives
Error terms:
 Groups      Name        Std.Dev.
 myvariable (Intercept) 0.33    
 Residual               0.76  

Why dont I get the same value (0.21 instead of 0.33)?
Thanks for the help.


Dr. Iasonas Lamprianou
Department of Education
The University of Manchester
Oxford Road, Manchester M13 9PL, UK
Tel. 0044  161 275 3485
iasonas.lamprianou at manchester.ac.uk
--- On Sat, 20/12/08, r-sig-mixed-models-request at r-project.org <r-sig-mixed-models-request at r-project.org> wrote:

            
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On Sun, Dec 21, 2008 at 3:55 AM, Iasonas Lamprianou
<lamprianou at yahoo.com> wrote:
Because they are estimates of different quantities:
sd(coef(mymodel)$myvariable) is an estimate (although it is not
entirely clear what the properties of such an estimate would be) of
the conditional standard deviation of the random effects given the
data, whereas 0.33 is the maximum likelihood estimate or REML estimate
of the unconditional standard deviation of the random effects.  We
would expect the conditional standard deviation to be smaller than the
unconditional standard deviation.

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