[R] lme RE variance computation
Steve Roberts
steve.roberts at man.ac.uk
Tue Sep 21 13:38:12 CEST 2004
As I understand it lme (in R v1.9.x) estimates random effect variances
on a log scale, constraining them to be positive. Whilst this seems
sensible, it does lead to apparently biased estimates if the variance is
actually zero - which makes our simulation results look strange. Whilst
we need to think a bit deeper about it - I still haven't got my head
around what a negative variance could mean - does anyone know a
way to take away the contraint and allowing zero or negative
variances?
Steve. Dr Steve Roberts
steve.roberts at man.ac.uk
Senior Lecturer in Medical Statistics,
CMMCH NHS Trust and University of Manchester Biostatistics Group,
0161 275 5192 / 0161 276 5785
More information about the R-help
mailing list