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Constraining error variance to 0 in an lmer() model.

1 message · Douglas Bates

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In https://www.jstatsoft.org/index.php/jss/article/view/v067i01 the lme4
authors describe in some detail the numerical methods used in lmer.  You
will see that one of the transformations used to profile the log-likelihood
is working with the relative covariance factor.  This is the Cholesky
factor of the ratio of the covariance matrix of the random effects to the
variance of the per-observation noise.  It is assumed that that variance is
greater than zero.

The model that you wish to fit is not within the scope of models lme4 is
designed to fit.
On Sun, Mar 25, 2018 at 3:40 AM Rolf Turner <r.turner at auckland.ac.nz> wrote: