Negative Variance

Callie Baird <calliebaird at ...> writes:

I am trying to fit multilevel models, allowing negative variance estimates.
 Is there a way to allow negative variance estimates as in nobound in SAS?

Thanks,

Rachel Baird

I don't know of one.  This is typically a 'feature' of 
method-of-moments estimators; most of the approaches I know of
that are implemented in R use Bayesian or (restricted) maximum
likelihood approaches for which negative variances would be
completely nonsensical ...

  Just out of curiosity, why would you _want_ negative variance
estimates ... ?  The only reason I can think of would be to
match previous estimates ...

  Ben Bolker