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estimating variance components for arbitrarily defined var/covar matrices

Ben:  Perhaps I am misunderstanding, but isn't this essentially the same 
as a problem that I asked you about, some years ago, about which you 
said that it cannot currently be done in lme4?

I guess that in my old question to you, Z*Z' was the identity matrix, so 
the current question is perhaps a generalization of my question.

The catch, it seems to me, is that var(e) is ill-defined --- you can 
replace var(e) by var(e) - zeta and Z*Z*VG by Z*Z'*VG + zeta*I for any 
zeta such that

    -delta < zeta < var(e)

where delta = min(diag(Z*Z'*VG)), and have an equivalent model.

Is it not so?  If not, what am I misunderstanding?

In my question to you I asked if one could constrain var(e) to be zero 
so as to make the model well defined, and you said no, one could not, 
because of the way lmer does its estimation.

cheers,

Rolf
On 26/02/15 13:12, Ben Bolker wrote: