I just now discovered the coef() function (I had previously been just extracting ranef and adding to the fixed effect myself; d’oh!).

Anyway, I noticed that the SD for a given posterior RE is different than the SD for a given posterior FE+RE.

E.g.:

```
> coef(brmOut)$group[1,,'sigma_Intercept']
Estimate Est.Error Q2.5 Q97.5
1.1603566 0.2947085 0.6521536 1.7991166
> ranef(brmOut)$group[1,,'sigma_Intercept']
Estimate Est.Error Q2.5 Q97.5
1.0538572 0.3109654 0.5027528 1.7131164
```

This is counter-intuitive to me. Is there a reason why coef()'s Est.error is smaller than ranef()'s Est. error, given that the coef is just equal to the FE + RE?

Edit: Fixed effect for sigma_Intercept is .11, with post. SD of .11.

**Edit 2**: I just looked at my own implementation of it in Stan; it does the same thing. So this isn’t brms specific (sorry). A more general question then, is **Why does b_{0i} = b_0 + u_{0i} have a smaller posterior SD than u_{0i}**