[R-sig-ME] lmer and semi-definite covariance matrices for randomeffects

[David Duffy]

On Wed, 3 Apr 2013, Gabriel Baud-Bovy wrote:

> Thank you for your suggestion. Still, I am wondering whether lmer could
> fit the model in principle and, if not, why. Here is my current 
> understanding:
[SNIP]
> What I am missing is a clear statement of why a covariance
> structure of the form sigma*CorA where CorA is  semi-definite
> positive will not work (if it does not). Which step in the computation
> of the loglikelihood by lmer cannot be done in this case.

AIUI, the details of the algorithms tend to shift around in the 
development versions. My very simple minded understanding of these matters 
is that one encounters these kinds of problems when one preinverts the 
component matrices for efficiency (so CorA is SPD, but Va*CorA+Ve*I 
isn't).

Cheers, David Duffy.