Dear R users, I'm using the function coxme of the package coxme in order to build Cox models with complex random effects. Unfortunately, I sometimes get surprising estimations of the variances of the random effects.
I ran models with different fixed covariates but always with the same 3 random effects defined by the argument varlist=coxmeMlist(list(mat1,mat2,mat3), rescale = F, pdcheck = F, positive=F). I get a few times exactly the same estimations of the parameters of the random effects whereas the fixed effects of the models are different: Random effects Group Variable Std Dev Variance idp Vmat.1 0.10000000 0.01000000 Vmat.2 0.02236068 0.00050000 Vmat.3 0.02449490 0.00060000 The variances are round figures, so I have the feeling that the algorithm didn't succeed in fitting the model. Has anyone ever faced to this problem? Thanks, Hugo [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.