Functions like get_variance_residual(x) or
get_variance_fixed(x) are shortcuts for get_variance(x, component = “residual”) etc. The random intercept variance, or between-subject variance
(τ00),
is obtained from VarCorr(). g. This gives us an idea of the effect of ignoring these components in large samples, for which simulations are infeasible.
If
X
{\displaystyle X}
is a vector- and complex-valued random variable, with values in
C
n
,
{\displaystyle \mathbb {C} ^{n},}
then the covariance matrix is
E
[
(
X
)
(
X
)
,
{\displaystyle \operatorname {E} \left[(X-\mu )(X-\mu )^{\dagger }\right],}
where
X
{\displaystyle X^{\dagger }}
is the conjugate transpose of
navigate here
X
. .