Maria Schipper
2009-Feb-02 13:29 UTC
[R] emperical bayes estimates and standard error lme4
Dear all, I am trying to get the emperical bayes estimates together with their standard errors out of lme4. Up to now I have used MLwiN to get these estimates. I have fitted the following - very simple - model, just to find out how this works. test<-lmer(y~(1|subject),data,REML=F) ranef(test,postVar=T) str(ranef(test,postVar=T) If I use the formulation of the emperical bayes estimates and their standard errors from Longford (1993), this comes down to using a shrinkage factor based on the level 1 and 2 variance and the sample size of the subject at hand (lambda=var(u)/{var(u)+var(e)/n}). Using the formulas of Longford (1993), I get exactly what R is getting also. If I fit the same model in MLwiN, the EB-estimates are the same, the se(EB-estimates) are, however, different. Does anyone know where this difference comes from? all the best, Maria Schipper [[alternative HTML version deleted]]