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

[Ben Bolker]

Yes, as far as I know

On Sun, Feb 18, 2024, 4:15 PM Rolf Turner <rolfturner using posteo.net> wrote:

>
> 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
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