(This article was first published on Ecology in silico, and kindly contributed to Rbloggers)
Inspired by this post about visualizing shrinkage on Coppelia, and this thread about visualizing mixed models on Stack Exchange, I started thinking about how to visualize shrinkage in more than one dimension. One might find themselves in this situation with a varying slope, varying intercept hierarichical (mixed effects) model, a model with two varying intercepts, etc. Then I found a great bivariate shrinkage plot in Doug Bates’ lme4 book, Figure 3.8.
Here is a snippet to reproduce a similar bivariate shrinkage plot in ggplot2, adding a color coded probability density surface and contours for the estimated multivariate normal distribution of random effects, using the same sleep study data that Bates used.
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