The documentation for
brms::extract_draws() says this about the
Indicates how to sample new levels for grouping factors specified in
re_formula. This argument is only relevant if newdata is provided and
allow_new_levelsis set to TRUE. If
"uncertainty"(default), include group-level uncertainty in the predictions based on the variation of the existing levels. If
"gaussian", sample new levels from the (multivariate) normal distribution implied by the group-level standard deviations and correlations. This options may be useful for conducting Bayesian power analysis. If
"old_levels", directly sample new levels from the existing levels.
I’m having a hard time understanding what the differences between the three options (“uncertainty”, “gaussian”, and “old_levels”) are.
How does “uncertainty” include group-level uncertainty based on the variation of the existing levels? Does it randomly sample from the existing group levels?
For “gaussian”, am I correct that for a term like
(1 | grp), this option would return something like
rnorm(n_draws, 0, sd_grp__Intercept)?
For “old_levels”, is one of the group levels chosen randomly at the start, and then only its draws are used?