[R-sig-eco] nlme model specification

[Kingsford Jones]

On Sun, May 25, 2008 at 7:39 AM, Ruben Roa Ureta <rroa at udec.cl> wrote:
> [snip]
>
>> I think you're right that there is some shaky ground here, and Doug
>> Bates has pointed out some issues on the R-sig-mixed-models list (I
>> can't seem to find the thread right now).  One of the issues is that
>> mixed models are generally fit with REML, which is not ML and
>> therefore does not technically conform to the derivations of the *IC.
>> If you fit a mixed model with ML instead, bias is introduced.
>
> Bates think that the maximum log likelihood is not a problem with mixed
> models when fit using ML:
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/117488.html
> though he does see a problem with the counting of parameters.
> Sorry if I am a bit lost coming late to this thread.


Thanks Rubin -- that's the link I was looking for.

When I wrote the paragraph above I was hoping I wasn't misrepresenting
what Bates said, and I don't think I did.  The problem is that if you
fit with ML you introduce downward bias in the estimates of the
variance components -- that's why REML is the default method.  And, as
you mentioned, you still have the problem of specifying the number of
parameters estimated.  How much all of this matters, I'm not sure --
perhaps the paper Jarrett referred to will help clarify things.

best,
Kingsford

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