Hi Harold, Thank you for your input. I was not very clear. I wanted to compare the sigma2_A’s from the same model fitted to two different data sets. The same for sigma2_e’s. The motivation is when I did the same experiment at two different times, whether the variance due to A (sigma2_A) is bigger at one time versus another. The same for sigma2_e, whether the residual variance is bigger for one experiment versus another.
Thanks, Wen > On Feb 16, 2016, at 12:40 PM, Doran, Harold <hdo...@air.org> wrote: > > (adding R mixed group). You actually do not want to do this test, and there > is no "shrinkage" here on these variances. First, there are conditional > variances and marginal variances in the mixed model. What you are have below > as "A" is the marginal variances of the random effects and there is no > shrinkage on these, per se. > > The conditional means of the random effects have shrinkage and each > conditional mean (or BLUP) has a conditional variance. > > Now, it seems very odd to want to compare the variance between A and then > what you have as sigma2_e, which is presumably the residual variance. These > are variances of two completely different things, so a test comparing them > seems strange, though I suppose some theoretical reason could exists > justifying it, I cannot imagine one though. > > > > > > -----Original Message----- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Wen Huang > Sent: Tuesday, February 16, 2016 10:57 AM > To: r-help@r-project.org > Subject: [R] Comparing variance components > > Dear R-help members, > > Say I have two data sets collected at different times with the same design. I > fit a mixed model using in R using lmer > > lmer(y ~ (1|A)) > > to these data sets and get two estimates of sigma2_A and sigma2_e > > What would be a good way to compare sigma2_A and sigma2_e for these two data > sets and obtain a P value for the hypothesis that sigma2_A1 = sigma2_A2? > There is obvious shrinkage on these estimates, should I be worried about the > differential levels of shrinkage on these estimates and how to account for > that? > > Thank you for your thoughts and inputs! > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
