GLMM Credibility

Ajshepar36 — Fri, 27 Sep 2024 22:30:43 +0000

Are they saying that phi is the "within variance" and equals the EPV, and the random coefficient sigma's "between variance" the VHM? It seems like as the ratio phi/sigma increases z = n / (n + k) would get smaller and we'd move away from the GLM estimate towards the grand mean, since I assume the GLM beta estimate is what we're credibility weighting: GLMM random coefficient = z*GLM_beta + (1-z)*(random_var_grand_mean). The text implies that as phi/sigma increases we move towards the GLM estimate. I must have something backwards somewhere? I could see them asking us to calculate a random coefficient using credibility and the GLMM parameters.

GLM.Variations — BattleActs Exam 8 Forum

GLMM Credibility