[R-sig-ME] lme4::mcmcsamp + coda::HPDinterval

Douglas Bates bates at stat.wisc.edu
Thu Apr 3 00:28:08 CEST 2008

Files attached this time.

On Wed, Apr 2, 2008 at 5:27 PM, Douglas Bates <bates at stat.wisc.edu> wrote:
> 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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