Message-ID: <CAFUVuJzPgJGMR=o1ry53ijdXPch1-5BdU-L1J_-eSBOh_Y7yZg@mail.gmail.com>
Date: 2023-04-02T22:22:24Z
From: James Pustejovsky
Subject: [R-meta] Unrealistic confidence limits for heterogeneity?
In-Reply-To: <9285f03cc555408883e3b2d158f9120a@UM-MAIL3210.unimaas.nl>
<Nerdy follow-up question>
One can of course construct a dataset where the likelihood profile peaks
> essentially at -min(vi) (or rather, just a smidge above it), which might
> suggest that a value of tau^2 that is even smaller than -min(vi) could lead
> to an even larger likelihood, but then one would have to allow negative
> weights.
>
Wolfgang, do you know for sure that this is the case? I was under the
impression that the profile likelihood in tau^2 (and the REML likelihood)
should always have a maximum in the interior of (-min(vi), +infinity). I
haven't worked through a full derivation, so was just curious whether you
might know to the contrary.
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