lme4: constrain sigma to 0
Actually strike what I just said. Identifiability would get in the way more often than not and make it a terrible idea to implement in the general case.
On Feb 12, 2014, at 7:03 PM, Rolf Turner wrote:
Took me a while, but I have managed to write up some specifics of the problem that I had in mind. The gremlins seem to have changed things since the last time I played around with this stuff, and what I am now getting differs from what I recollect. However there is still a bit of a problem. I communicated with both Doug Bates and Ben Bolker on this issue, but cannot now for the life of me find any record of the emails that went back and forth. And I keep ***everything***. (Always the way; everything but what you want is available.) Anyhow --- I have attached what I hope is a clear write-up in pdf format and a script to demonstrate what goes on using simulated data. I hope these get through ... cheers, Rolf Turner On 12/02/14 12:48, Vincent Dorie wrote:
Any chance someone could write out the specifics of such a model? If I
can wrap my head around it and its not too hard, I could try to throw it into blme.
On Feb 11, 2014, at 6:18 PM, Rolf Turner wrote:
Several millennia ago I put in a feature-request that the facility for constraining sigma to 0 be added. So far, as far as I can tell, it hasn't been. Apparently it is (very) difficult to add such a constraint due to the way that lmer approaches the maximization of the likelihood. (This, rather than any intrinsic mathematical block to such a constraint.) I wanted to be able to fit a fairly simple repeated measures model with the covariance over time being an "arbitrary" n-x-n positive definite matrix (where "n" is the number of time points). This can't be done using lmer() unless one can constrain the "overall" variance to be zero, otherwise the diagonal of the covariance matrix is un-identifiable. Since one cannot constrain sigma to be 0, one can't fit this model with lmer(). Bummer.
<specifics.pdf><demoScript.txt>