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

[Ben Bolker]

John Maindonald <john.maindonald at ...> writes:

> 
> The negative estimates are really then parameters in the 
> variance-covariance matrix.  (There is no escaping from 
> the requirement that this matrix, however parameterised, 
> should be positive definite.)  If a parameter is negative to 
> an extent that excludes statistical error, it cannot then be 
> interpreted as a variances, but provides an indication 
> that the variance-covariance structure has been wrongly 
> formulated.  This can be useful diagnostic information.
> 
> > So, I do not agree that it is in the category of 
> "consistency with older method-of-moments estimates". The
> issue is more that there is no coherent way to specify the types 
> of models of which I am thinking in current
> software packages.
> 

  I would probably see if MCMCglmm can do this.
  It does allow the specification of "R-side" correlation
structures, and I think it allows crossed random effects.