Vielen Dank, Spencer.
I could not find a published example where both the original data and
conditional posterior variances were available. Instead, I toyed around
a little with artificial data, and the (pretty pathetic) result below is
the closest I came to "Monte Carlo-ing". I'm afraid I lack
I shall provide herewith an example of what I believe is "the
conditional posterior variance of a random effect". I hope someone more
knowledgeable will check this and provide a correction if it's not
correct. I say this in part because my simple rationality check (below)
didn't mat
Hello,
I'm sorry to resurrect this thread that I started almost two months ago.
I've been pretty busy since I posted my question and the issue is not
that high on my priority list. Thanks to all those who replied, and I
hope I can tickle your interest again.
As a reminder, my question was how
ch face needs to be multiplied by s^2 to get the actual
> variance-covariance matrix.
>
>
>>
>>Does this help?
>>
>>Harold
>>
>>
>>-Original Message-
>>From: [EMAIL PROTECTED]
>>[mailto:[EMAIL PROTECTED] On Behalf Of Spencer
needs to be multiplied by s^2 to get the actual
variance-covariance matrix.
>
>
> Does this help?
>
> Harold
>
>
> -Original Message-
> From: [EMAIL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Spencer Graves
> Sent: Thursday, December 29, 2005 6:58 AM
> To
ller
Cc: r-help
Subject: Re: [R] bVar slot of lmer objects and standard errors
Have you received a satisfactory reply to this post? I
haven't seen one. Unfortunately, I can't give a definitive answer, but
I can offer an intelligent guess. With luck, this might encourage
someone wh
Have you received a satisfactory reply to this post? I haven't seen
one. Unfortunately, I can't give a definitive answer, but I can offer
an intelligent guess. With luck, this might encourage someone who knows
more than I do to reply. If not, I hope these comments help you clarify
Hello,
I am looking for a way to obtain standard errors for emprirical Bayes estimates
of a model fitted with lmer (like the ones plotted on page 14 of the document
available at
http://www.eric.ed.gov/ERICDocs/data/ericdocs2/content_storage_01/000b/80/2b/b3/94.pdf).
Harold Doran mentioned
