[R-sig-ME] lme4::mcmcsamp + coda::HPDinterval
Douglas Bates
bates at stat.wisc.edu
Thu Apr 3 00:27:00 CEST 2008
I enclose another plot from a simulation that may show why I refer to
"the flat spot". In this case I simulate a simple model with one
fixed effect and with random effects for a single grouping factor. I
am simulating from the null model where the variance of the random
effect is zero. The first two simulations produce an estimated
variance of zero - i.e. they converge on the boundary of the parameter
space. The third model converges to a non-zero estimate. The
profiled REML deviance, as a function of the logarithm of the relative
standard deviation has only a shallow dip for the optimum and becomes
flat for large negative values of the logarithm. If the MCMC sampler
gets onto that plateau it has a hard time getting off again.
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