Hello, I have a confusion about this chapter.
Specifically, it states:
…the correlation matrix
Omega
and scale vectortau
are more natural to inspect in the output;
Then later it also says:
The prior scale vector
tau
is 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.