[R-sig-ME] lme4

S.D. Silver @d@1000 @end|ng |rom c@m@@c@uk
Tue Jul 2 00:34:25 CEST 2019

I am working with an r code procedure for a ARFIMA mutilevel model that 
estimates a
linear mixed model fit by REMLP['lmermod']. I have now been asked to 
compare the model's results with alternatives that include ARFIMA-LDV. 
The only output diagnostics that the code provides in addition to 
parameter estimates is shown below :

      " REML criterion at convergence: 1694929 Scaled residuals:
      Min 1Q Median 3Q Max -3.4407 -0.7361 0.0482 0.7791 2.9853

      Random effects: Groups Name Variance Std.Dev.  time
      (Intercept) 42.5 6.519 Residual 1229.0 35.057 Number of
      obs: 170217, groups: time, 363"

I understand that REML is most directly about estimatingvariance 
components, but is it meaningful to consider it
  as a measure of fit in comparing nested models. Here the alternatives 
are LDV and an MLM that is not fractionally differenced.

Given the difference in estimation methodology, I do not think it is 
feasible to compare 'lmermod' with alternatives in OLS.Do any comparable 
model variants for comparison in the estimation procedure of lme4 come 
to mind ?

Would be grateful for any observations that you could provide.


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