[R-sig-ME] Standard errors of variances; negative variance

[Will Hopkins]

I've just joined this list to get answers to a few questions. I would have
searched the archive before posting, but there seems to be no way of
searching except via quarterly summaries. I searched the last four quarters
without success.

I'm a SAS user, but a few years ago I tried the mixed model in R, with the
help of an R user (Alice Sweeting). At that time, the lme package did not
provide standard errors for the variances, nor did it allow negative
variance. Have these limitations been addressed?  As I recall, Alice found
some code that provided standard errors, but it gave values different from
those of the mixed model in SAS (Proc Mixed). I therefore opted to stay with
SAS, because allowing for negative variance for random effects other than
residuals and estimating uncertainties in variances are both fundamental to
mixed modeling, in my view. I also became fluent with SAS coding over the
years and did not want to make the effort with R coding. Interestingly, SAS
introduced a free cloud version called SAS Studio, evidently modeled on R
Studio, to try to win back customers!

Will