[R-sig-ME] Help understanding residual variance

[Ben Bolker]

Joshua Wiley <jwiley.psych at ...> writes:

> 
> Hi Ista,
> 
> To me the onis is on the statistician consultant to explain *why* you
> cannot have both random intercepts and slopes.  Does the consultant
> have papers to reference or proofs?
> 
> In any case, this is hardly exclusive to 'R doing something strange'.
> SAS and Stata happily join the gang.  See the attached file for code
> and output from all three using a minidataset simulated in R.
> 
> I suppose one could bicker over whether a random intercept and slope
> is a good idea, but possible it certainly is.  You might suggest that
> it is poor fare to voice strong opinions about matters which one does
> not understand.
> 
> Cheers,
> 
> Josh

  Very nice example.  Do note that while R::lme and Stata give
the same point estimates, Stata also provides estimated confidence
intervals, which are enormous -- suggesting that, while one can
do this, the resulting model might be unidentifiable.

  Doug Bates commented off-list that:

> I believe that the estimates for such a model are at least ill-defined
> if not unidentifiable.

  cheers
    Ben