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
>
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--
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/

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