Hi, I am a quite beginner of random effect modelling. Sorry for my ignorant question. My question is about the values of lme function. It returns coefficients which is a list with two components. The R-help file says that it returns the estimated random effects for each level of grouping. What is the estimator of this random effects in R? Since the random effects are random variables so this "estimate" should be something like mean or mode of the density of the random effect given data, f_i(b_i|y_i).... -- View this message in context: http://r.789695.n4.nabble.com/the-estimated-random-effects-for-each-level-of-grouping-tp4164111p4164111.html Sent from the R help mailing list archive at Nabble.com.
Ben Bolker
2011-Dec-07 01:48 UTC
[R] the estimated random effects for each level of grouping
stat999 <yumik091186 <at> gmail.com> writes:> Hi, I am a quite beginner of random effect modelling. > Sorry for my ignorant question.No problem, but this question is more appropriate for the r-sig-mixed-models at r-project.org mailing list ...> My question is about the values of lme function. > It returns coefficients which is a list with two components. > The R-help file says that it returns the estimated random effects for each > level of grouping. > > What is the estimator of this random effects in R? > > Since the random effects are random variables so this "estimate" should be > something like mean or mode of the density of the random effect given data, > f_i(b_i|y_i)....Yes. In the case of lme, which does linear mixed models, I believe the mean and mode of the conditional density are the same. But you may get better/more complete answers on the other mailing list.