Dear all, I am running a mixed linear model with group (a_i) as random intercept: y_ij=mu + a_i + e_ij By using lmer() function, the model outputs an estimated variance of a_i (i.e. var_hat(a)), and it is the sum of (1) the variance of the estimated group mean (i.e. between group variance) and (2) the sum of variance for each estimated group mean a_i_hat, (i.e. sum of within group variance). for (1) I can compute it as var(ranef(model)$group). However, I dont know how to compute (2), which is the SE of the estimated random intercept for each group. I know that using se.ranef() function in arm package can help me to extract such variance. But I would like to know how these variance are computed? it's relations to residuals and number of observations per group? Thanks Chen
How to estimate the standard error of every single random intercept in a mixed linear model?
1 message · Chen Chun