Skip to content
Prev 13297 / 20628 Next

lmer: constraining sigma to 0

-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
On 15-05-06 12:45 PM, Markus Brauer wrote:
I believe nothing has changed since 2013.  As I may have said in that
message (I'm not bothering to check ...), and as Doug Bates has
certainly said before, lmer's underlying parameterization is in terms
of a *relative* covariance parameter Sigma -- that is, all of the
random-effects (co)variances are expressed relative to the
observation-level/residual variance.

- From http://arxiv.org/abs/1406.5823 (hopefully coming to JSS any day now!)

Section 3.4:

We are now in a position to understand why the formulation in
equations 2 and 3 is particularly useful. We are able to explicitly
profile $\betavec$ and $\sigma$ out of the log-likelihood (Equation
25), to find a compact expression for the profiled deviance (negative
twice the profiled log-likelihood) and the profiled REML criterion as
a function of the relative covariance parameters, $\bm\theta$, only.
Furthermore these criteria can be evaluated quickly and accurately.

========

I can understand the problem this presents for you, but I don't know how
helpful I can be.   Besides the aforementioned tricks (e.g. using blmer),
I wonder if you could hack up a post-fitting summary that would combine
the unidentifiable variance components into a single (identifiable)
value ... ?
-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.11 (GNU/Linux)

iQEcBAEBAgAGBQJVSn3vAAoJEOCV5YRblxUH4Y8H/3oKcCYyre/U75belQcsiiRi
mw+RWKwRU54hDeZK0r1tu2z4oZgSIXwOsqGEDw/eqWOh7pYId+2BW6rjRM6CJG7V
IAEAR5isFpX5mFLbDzbf1ad4vy2tSdelMSkcRwkV0XYf3R4zPl4tE3O8NdcdWibU
Pqpx4i1I1GNE8xSDF+Friihr6lz2/mfYxAUtJKCgIS0AoSSDKs3cyjEL3d9wjngB
x4vqlLjXqoPT8bfluYJ5bY4cZTcKW3NU224qRk4PvuypeQYB3KdN6sTobcfcoNS3
n0vTy0ygPndV2TDtf0ckaUnnHsP46MAd54/HQAyjYD6pP7NHoco3BSlJyaUgaDY=
=NHnZ
-----END PGP SIGNATURE-----