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longform
2009 Feb 02
0
emperical bayes estimates and standard error lme4
...sed 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 t...