[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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