[R-sig-ME] Negative estimates of variance component

Douglas Bates bates at stat.wisc.edu
Fri Jul 30 15:50:33 CEST 2010


On 7/30/10, Chris Brien <Chris.Brien at unisa.edu.au> wrote:
> Dear mixed modellers,
>
> I have a data set that gives me an estimate of 0 for one of the variance
> components. I wanted to allow for the estimate of the component to be
> negative. My search of the documentation led me to believe that this is not
> possible. Am I right, or did I miss something?

You are correct.  The lme4 and nlme packages do not allow for negative
estimates of variance.




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