[R-sig-ME] Negative Variance
Ben Bolker
bbolker at gmail.com
Tue Jun 4 17:44:51 CEST 2013
Callie Baird <calliebaird at ...> writes:
>
> I am trying to fit multilevel models, allowing negative variance estimates.
> Is there a way to allow negative variance estimates as in nobound in SAS?
>
> Thanks,
>
> Rachel Baird
>
I don't know of one. This is typically a 'feature' of
method-of-moments estimators; most of the approaches I know of
that are implemented in R use Bayesian or (restricted) maximum
likelihood approaches for which negative variances would be
completely nonsensical ...
Just out of curiosity, why would you _want_ negative variance
estimates ... ? The only reason I can think of would be to
match previous estimates ...
Ben Bolker
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