I'm not sure that shrinkage is the answer, in this case. I observed a similar problem with the gamma distribution, which I mentioned here:
http://tolstoy.newcastle.edu.au/R/e2/help/06/12/6903.html Since there hasn't been any discussion, I'm starting to think that it is a bug. Andrew On Sun, Dec 31, 2006 at 12:55:44PM +0000, Gregor Gorjanc wrote: > Daniel Ezra Johnson <johnson4 <at> babel.ling.upenn.edu> writes: > ... > > If one compares the random effect estimates, in fact, one sees that > > they are in the correct proportion, with the expected signs. They are > > just approximately eight orders of magnitude too small. Is this a bug? > ... > > BLUPs are essentially shrinkage estimates, where shrinkage is determined with > magnitude of variance. Lower variance more shrinkage towards the mean - zero > in this case. So this is not a bug. > > Gregor > > ______________________________________________ > R-help@stat.math.ethz.ch 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. -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ R-help@stat.math.ethz.ch 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.