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weighted mixed model regression
2 messages · AC Del Re, Ben Pelzer
Dear all, I have a question about lmer's verbose output. Can one derive from this verbose output that the estimates that lmer has produced are 'reliable'? I noticed that lmer yields estimates for the fixed and (correlated) random effects, where other programs (spss, mlwin) fail to converge. However, often in such instances, the smallest eigenvalue of the estimated (co)variances of the random effects (extracted using the VarCorr function) was very very close to zero, something like 1E-15, meaning that this matrix is close to singular. Also, one of the elements in the verbose output was very close to zero. Does this imply that the verbose output is lmer's way of saying "there may be something wrong with the estimated covariances of the random effects"? I ran a lot of, say 'problematic', models lately, first in lmer and then in spss. Mostly, if lmer has a close to zero figure in the verbose output, then spss doesn't converge and speaks of 'redundant elements' in the set of random effects. But also, there was a model in which spss didn't converge and showed this redundancy message while lmer DID converge and did NOT have an extremely small (close to zero) value in the verbose output. My conclusion was therefore that, for that particular model, the estimates of lmer were 'ok'. Still, however, in general I'm in doubt about how to deal with the information in lmer's verbose output. Could anyone help me out, please? Ben.