[R] variance components models with zero estimates

[David Airey]

When a variance components mixed model is run in Stata, if some of the  
variance components are zero, the model may not converge, for rational  
reasons. However, when the same model is run in SAS, the models with  
variance components that estimate to zero nonetheless converge. If I'm  
interested in looping through a set of such models, the SAS behavior  
is preferred. However, in Stata such models can be formulated as  
multilevel models that can dramatically reduce the dimension of the  
design matrix. Does R lme4 handle variance components mixed models  
that have estimates of zero for some of the variance components like  
SAS or Stata? Is it possible to loop through variance components  
models when some of the variance components are zero?

Cheers,

-Dave