Skip to content
Prev 14478 / 20628 Next

How sinful is it to...

David Sidhu <dsidhu at ...> writes:
I don't think so, but be aware that this is very much an open
question.  At one level, the perfectly correlated (or zero-variance)
solution is the correct answer to the question you posed with your
model ("what set of parameters maximizes the likelihood of this
statistical model"?)  The things to be concerned about would be:

* this suggests the model is overfitted (but it's not obvious that
removing these terms post hoc, introducing a model selection step into
the statistical procedure, will automatically solve the problem

http://arxiv.org/abs/1506.04967

(Example 1) "Fortunately and interestingly, none of the analyses impacted the
statistical inference about fixed effects in these experiments.
Again, the different model
specifications reported in this section were of no consequence for the
significance or interpretation
of fixed effects, but they led to inappropriate conclusions about the
correlations between variance
components.