Just for fun, I decided to compare the estimates from lmer and INLA for the variance components of an LMM (this isn’t really something that you would ordinarily do – comparing frequentist and bayesian approaches). The codes are below. A couple of plots are drawn, which show the distribution of the hyperparameters (in this case variances) from INLA, which are difficult to get from the frequentist framework (there’s a link to a presentation by Douglas Bates in the code, detailing why you might not want to do it [distribution is not symmetrical], and how you could do it… but it’s a lot of work).
Note that we’re comparing the precision (tau) rather than the variance or SD… SD = 1/sqrt(tau)
As you’d hope, the results come pretty close to each other and the truth:
Code on Github…
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