Hello, I have a confusion about this chapter.
Specifically, it states:
…the correlation matrix
Omegaand scale vector
tauare more natural to inspect in the output;
Then later it also says:
The prior scale vector
tauis unchanged, and furthermore, pre-multiplying the Cholesky factor by the scale produces the Cholesky factor of the final covariance matrix,
Sigma_beta = …
My understanding is that the off-diagonal elements of
Omega are the correlations between the random effects (please confirm?).
But I see that the diagonal elements of
Sigma_beta are quite different from
tau. Are they supposed to be different? Which is supposed to represent the population variances of the random effects?
Thank you in advance.