[R-sig-ME] Negative Variance

[Jarrod Hadfield]

Hi,

Negative variance estimates could make sense if viewed as covariances.  
For example, you could imagine controlling the amount of food for a  
nest of chicks very carefully such that negative correlations between  
the weights of nest-mates exist because of competition (if I take a  
large slice of the pie you're left with a little slice). Having a  
negative estimate of the nest variance would then make sense if viewed  
as an estimate of the covariance. asreml-R will allow you to let the  
variance go negative (or model them as residual correlations if you  
prefer).

Cheers,

Jarrod


Quoting Ben Bolker <bbolker at gmail.com> on Tue, 4 Jun 2013 15:44:51  
+0000 (UTC):

> 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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