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

[Douglas Bates]

When I first read your question I thought you were asking why lme4 and
nlme don't allow negative variance estimates and I was going to trot
out that old mathematical impossibility argument.  Then I realized
that you were asking why one would want a negative estimate of the
variance.

On 7/30/10, Ben Bolker <bbolker at gmail.com> wrote:
>   Pardon my asking, but why? For consistency with older (arguably less
> correct) method-of-moments estimates that could give negative
> estimates?
>
> On Fri, Jul 30, 2010 at 1:32 AM, 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?
>>
>> Cheers,
>>
>> Chris Brien
>> -----
>> University of South Australia
>> ADELAIDE  5001  South Australia
>> WEB page:  <http://people.unisa.edu.au/Chris.Brien>
>>
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>
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