[R-sig-ME] Missing values in lmer vs. HLM

Karl Ove Hufthammer karl at huftis.org
Sat Jul 4 21:21:26 CEST 2015

Den 04. juli 2015 18:18, Douglas Bates skreiv:
> Having said all this I will admit that the original sin, the "REML"
> criterion, was committed by statisticians.  In retrospect I wish that we
> had not incorporated that criterion into the nlme and lme4 packages but, at
> the time we wrote them, our work would have been dismissed as wrong if our
> answers did not agree with SAS PROC MIXED, etc.  So we opted for
> bug-for-bug compatibility with existing software.

Hm. I find this statement surprising. I was under the impression REML is 
*preferred* to ML in many situations (e.g. in simple random intercept 
models with few observations for each random intercept), and that *ML 
estimation* may result in severe bias. Do you consider maximising the 
REML criterion as a bug?

Karl Ove Hufthammer

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