[R-sig-ME] Implausible estimate of random effects variance in lmer (lme4 devel version), sensible estimate in CRAN version

Ben Bolker bbolker at gmail.com
Fri Sep 20 00:39:08 CEST 2013


Kevin Wright <kw.stat at ...> writes:

> 
> > Or is
> > it easier just to accept that some models work with some optimizers
> > and not with others?
> >
> 
> I've spent a lot of time comparing results from SAS, asreml, nlme and lme4
> (old/new).   Sometimes you just get different results, no matter how hard
> you try.  Your example is the 2nd or 3rd case that I've seen where
> nelder_mead is giving substantially different results from bobyqa.  It
> would be great if you could investigate your data and see if you can adjust
> the settings  of nelder_mead to get better results.  This would be useful
> information.
> 
> Kevin
> 

  I don't have an answer yet, but I've posted this as

https://github.com/lme4/lme4/issues/130

... 

Kevin, I wonder if you can comment on the divergence among the 
other platforms I'm less familiar with (SAS/AS-REML) as well as
nlme/lme4[old]/lme4[new] ... do you get the sense that new-lme4
is an outlier, or is it just more general variation?  (I'm not
asking for anything precise, just your sense of the problem ...)



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