[R-meta] Unrealistic confidence limits for heterogeneity?
jepu@to @end|ng |rom gm@||@com
Mon Apr 3 00:22:24 CEST 2023
<Nerdy follow-up question>
One can of course construct a dataset where the likelihood profile peaks
> essentially at -min(vi) (or rather, just a smidge above it), which might
> suggest that a value of tau^2 that is even smaller than -min(vi) could lead
> to an even larger likelihood, but then one would have to allow negative
Wolfgang, do you know for sure that this is the case? I was under the
impression that the profile likelihood in tau^2 (and the REML likelihood)
should always have a maximum in the interior of (-min(vi), +infinity). I
haven't worked through a full derivation, so was just curious whether you
might know to the contrary.
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