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-mod...@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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.