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zero variance and standard deviation in random effects

Thank you for the clarification. I was recommending the assumption check as an independent step that I'd recommend to do in the course of trouble-shooting with mixed models. That was however not related to the aspect of small numbers of factor levels for random effects. Sorry if that was misguiding.

Best regards,
Carola


-----Urspr?ngliche Nachricht-----
Von: R-sig-mixed-models <r-sig-mixed-models-bounces at r-project.org> Im Auftrag von Ben Bolker
Gesendet: Dienstag, 2. November 2021 16:20
An: r-sig-mixed-models at r-project.org
Betreff: Re: [R-sig-ME] zero variance and standard deviation in random effects

   I agree.  There is more discussion at

http://bbolker.github.io/mixedmodels-misc/glmmFAQ.html#singular-models-random-effect-variances-estimated-as-zero-or-correlations-estimated-as---1

   While I appreciate Carola Bloch's input, I think it's a little misguided.  Having only three levels of the random effect is indeed problematic, but it doesn't actually violate any assumptions of the model, and there isn't necessarily anything else wrong with the model -- it's just hard to estimate variance reliably from a sample of three. 
(See https://rpubs.com/bbolker/4187 for some simulated examples.) One standard approach to this problem is to treat province as a *fixed* effect.
On 11/2/21 10:57 AM, Viechtbauer, Wolfgang (SP) wrote:
--
Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University Director, School of Computational Science and Engineering
(Acting) Graduate chair, Mathematics & Statistics

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