Hi Doran, 

My interests to estimate fixed effects parameters in a mixed model (not the random effects parameters) and, in addition, in the model there are some nuisace parameters. For this estimation I am using pseudo-maximum likelihood methods. First I am estimating nuisance parameters then using these estimates in my likelihood function to get the estimates of fixed effects parameters using lmer2. Therefore, to get the correct estimates of the standard errors, I need robust (or sandwich) estiamtes of the SE. Thank you and thanks to Thomas his remarks, 

Sattar


----- Original Message ----
From: Thomas Lumley <tlumley@u.washington.edu>
To: "Doran, Harold" <HDoran@air.org>
Cc: Sundar Dorai-Raj <sundar.dorai-raj@pdf.com>; Abdus Sattar <upsattar@yahoo.com>; R-help@stat.math.ethz.ch; gsrwork@yahoo.com
Sent: Wednesday, September 19, 2007 1:13:20 PM
Subject: Re: [R] Robust or Sandwich estimates in lmer2


On Wed, 19 Sep 2007, Doran, Harold wrote:

> This has come up before and I'll again ask the question "why would you
> want robust standard errors in lmer"?

And I'll again answer: using lmer() does not automatically guarantee correct model specification, either for the correlation structure or for the marginal variance.

      -thomas


Thomas Lumley            Assoc. Professor, Biostatistics
tlumley@u.washington.edu    University of Washington, Seattle


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