When a variance components mixed model is run in Stata, if some of the
variance components are zero, the model may not converge, for rational
reasons. However, when the same model is run in SAS, the models with
variance components that estimate to zero nonetheless converge. If I'm
interested in looping through a set of such models, the SAS behavior
is preferred. However, in Stata such models can be formulated as
multilevel models that can dramatically reduce the dimension of the
design matrix. Does R lme4 handle variance components mixed models
that have estimates of zero for some of the variance components like
SAS or Stata? Is it possible to loop through variance components
models when some of the variance components are zero?
Cheers,
-Dave
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