[R-sig-ME] lme varFix under ML fit does not match coefficients standard error

Rolf Turner ro||turner @end|ng |rom po@teo@net
Sun Feb 18 22:15:32 CET 2024


On Sun, 18 Feb 2024 19:34:58 +0000
"Vaida, Florin via R-sig-mixed-models"
<r-sig-mixed-models using r-project.org> wrote:

> Hello all,
> 
> This is probably known, but it’s news to me: the standard errors
> printed for the lme model fit run under method=”ML” are in fact those
> computed under method=”REML”. Is this the expected behavior?  And if
> so, are there any reasons for this choice? Reproducible example below.

<SNIP>

I am probably displaying my ignorance and naïveté here, but isn't this
essentially the same thing as using \hat{sigma} = \sqrt(SSE/(n-p))
(REML) rather than \hat{sigma} = \sqrt(SSE/n) (ML) in "ordinary"
regression modelling?

cheers,

Rolf Turner

-- 
Honorary Research Fellow
Department of Statistics
University of Auckland
Stats. Dep't. (secretaries) phone:
         +64-9-373-7599 ext. 89622
Home phone: +64-9-480-4619



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