Standard errors of variances; negative variance
Thierry, I have the same question that you posed, how can a variance, a measure that is squared be negative? Will, please enlighten us! John John David Sorkin M.D., Ph.D. Professor of Medicine Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology and Geriatric Medicinet Baltimore VA Medical Center 10 North Greene Street<x-apple-data-detectors://12> GRECC<x-apple-data-detectors://12> (BT/18/GR) Baltimore, MD 21201-1524<x-apple-data-detectors://13/0> (Phone) 410-605-711<tel:410-605-7119>9 (Fax) 410-605-7913<tel:410-605-7913> (Please call phone number above prior to faxing)
On Jun 20, 2023, at 3:45 AM, Thierry Onkelinx via R-sig-mixed-models <r-sig-mixed-models at r-project.org> wrote:
?Dear all, A negative variance seems odd to me. Isn't a variance positive by definition? How would you interpret a random intercept with a negative variance? Best regards, ir. Thierry Onkelinx Statisticus / Statistician Vlaamse Overheid / Government of Flanders INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND FOREST Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance thierry.onkelinx at inbo.be Havenlaan 88 bus 73, 1000 Brussel https://nam11.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.inbo.be%2F&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=sbP2Xemwg0iHjvxcc6zR8vtPbZf5ZoFCv1BIFIeDdBE%3D&reserved=0 /////////////////////////////////////////////////////////////////////////////////////////// To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher The plural of anecdote is not data. ~ Roger Brinner The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey /////////////////////////////////////////////////////////////////////////////////////////// <https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.inbo.be%2F&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=I5HJ05o0Bd4ly0GL0Smc1iYm3cuZMc2IGCcxy8OWn%2B8%3D&reserved=0> Op di 20 jun 2023 om 01:36 schreef Ben Bolker <bbolker at gmail.com>: Hi, Will, Googling site:https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fpipermail%2Fr-sig-mixed-models%2F&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=vw%2FnMxnvA7L9A0qYuJfHa9suA2YBTnZ%2BqxPltyR3G%2FU%3D&reserved=0 "negative variance" claims to get you 67 results (although only 11 that Google considers worth displaying by default), You can filter by date - there are only two hits since 2020: https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.google.com%2Fsearch%3Fq%3Dsite%253Ahttps%253A%252F%252Fstat.ethz.ch%252Fpipermail%252Fr-sig-mixed-models%252F%2B%2522negative%2Bvariance%2522%26client%3Dfirefox-b-d%26tbs%3Dcdr%253A1%252Ccd_min%253A01-01-2020%252Ccd_max%253A%26tbm%3D&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=xbWrjRwClEMYFKVkncDFgZga6SPNcmsPvbNs4kpUQjY%3D&reserved=0 and these both look like false positives (they include "negative" and "variance" but not "negative variance" ...) The short answer is that I am not aware of any mixed effect package in R that will allow you to return negative values. You can see my answer here: https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fpipermail%2Fr-sig-mixed-models%2F2018q1%2F026437.html&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=2E5S51uIXiPEsuH11f693MEOLYFb2dh5e39t2GSLor8%3D&reserved=0 ... As for uncertainties in variances - the merDeriv package (dating back to 2017) will give you the standard errors of variances and covariances (although again, note that there's a theoretical issue here - the standard errors are often extremely poor summaries of the uncertainty or RE variances, the original authors of lme4 would certainly prefer that you use profile confidence intervals to summarize the uncertainty ...) That's what I know -- perhaps someone else knows about a package that allows for negative variances ... ??
On 2023-06-19 6:13 p.m., Will Hopkins wrote:
I've just joined this list to get answers to a few questions. I would have searched the archive before posting, but there seems to be no way of searching except via quarterly summaries. I searched the last four quarters without success. I'm a SAS user, but a few years ago I tried the mixed model in R, with the help of an R user (Alice Sweeting). At that time, the lme package did not provide standard errors for the variances, nor did it allow negative variance. Have these limitations been addressed? As I recall, Alice found some code that provided standard errors, but it gave values different from those of the mixed model in SAS (Proc Mixed). I therefore opted to stay with SAS, because allowing for negative variance for random effects other than residuals and estimating uncertainties in variances are both fundamental to mixed modeling, in my view. I also became fluent with SAS coding over the years and did not want to make the effort with R coding. Interestingly, SAS introduced a free cloud version called SAS Studio, evidently modeled on R Studio, to try to win back customers! Will _______________________________________________ R-sig-mixed-models at r-project.org mailing list https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-sig-mixed-models&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=cPlRiZIOr3%2B4lUfOPHm26RrP4peEw9ZAkjtm5enO4Uw%3D&reserved=0 _______________________________________________ R-sig-mixed-models at r-project.org mailing list https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-sig-mixed-models&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=cPlRiZIOr3%2B4lUfOPHm26RrP4peEw9ZAkjtm5enO4Uw%3D&reserved=0 _______________________________________________ R-sig-mixed-models at r-project.org mailing list https://nam11.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-sig-mixed-models&data=05%7C01%7Cjsorkin%40som.umaryland.edu%7C2c0d1047636b43c2bfcc08db71625f82%7C717009a620de461a88940312a395cac9%7C0%7C0%7C638228439560019013%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=cPlRiZIOr3%2B4lUfOPHm26RrP4peEw9ZAkjtm5enO4Uw%3D&reserved=0