[ADMB Users] citation for empirical Bayes variance computation

[Ian Fiske]

Hi all,

I am writing a manuscript where I use ADMB and I am looking for the
derivation of the variance for empirical Bayes estimates that ADMB uses for
the random effects.  Specifically, I'm looking at equation (3.1) of page 29
in the ADMB-RE manual.  The equation makes sense to me, but the derivation
is not immediately obvious -- is it an application of Var(u) =
E(Var(u|theta)) + Var(E(u|theta))?  Or does it come from somewhere else, in
which case I would greatly appreciate the citation.  Is this used anywhere
else?

Thank you,
Ian

-- 
Ian Fiske
PhD Candidate
Department of Statistics
North Carolina State University
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.admb-project.org/pipermail/users/attachments/20100507/05ae4874/attachment.html>