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

[Thierry Onkelinx]

Dear all,

A negative variance seems odd to me. Isn't a variance positive by
definition? How would you interpret a random intercept with a negative
variance?

Best regards,

ir. Thierry Onkelinx
Statisticus / Statistician

Vlaamse Overheid / Government of Flanders
INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND
FOREST
Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
thierry.onkelinx using inbo.be
Havenlaan 88 bus 73, 1000 Brussel
www.inbo.be

///////////////////////////////////////////////////////////////////////////////////////////
To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
///////////////////////////////////////////////////////////////////////////////////////////

<https://www.inbo.be>


Op di 20 jun 2023 om 01:36 schreef Ben Bolker <bbolker using gmail.com>:

>    Hi, Will,
>
> Googling
>
>   site:https://stat.ethz.ch/pipermail/r-sig-mixed-models/ "negative
> variance"
>
> claims to get you 67 results (although only 11 that Google considers
> worth displaying by default),
>
>    You can filter by date - there are only two hits since 2020:
>
>
> https://www.google.com/search?q=site%3Ahttps%3A%2F%2Fstat.ethz.ch%2Fpipermail%2Fr-sig-mixed-models%2F+%22negative+variance%22&client=firefox-b-d&tbs=cdr%3A1%2Ccd_min%3A01-01-2020%2Ccd_max%3A&tbm=
>
>
>    and these both look like false positives (they include "negative" and
> "variance" but not "negative variance" ...)
>
>    The short answer is that I am not aware of any mixed effect package
> in R that will allow you to return negative values. You can see my
> answer here:
> https://stat.ethz.ch/pipermail/r-sig-mixed-models/2018q1/026437.html ...
>
>
>    As for uncertainties in variances - the merDeriv package (dating back
> to 2017) will give you the standard errors of variances and covariances
> (although again, note that there's a theoretical issue here - the
> standard errors are often extremely poor summaries of the uncertainty or
> RE variances, the original authors of lme4 would certainly prefer that
> you use profile confidence intervals to summarize the uncertainty ...)
>
>    That's what I know -- perhaps someone else knows about a package that
> allows for negative variances ... ??
>
> On 2023-06-19 6:13 p.m., Will Hopkins wrote:
> > 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
> >
> > _______________________________________________
> > R-sig-mixed-models using r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>

	[[alternative HTML version deleted]]