[R] negative variances

Tu Yu-Kang yukangtu at hotmail.com
Wed Apr 11 12:34:58 CEST 2007

Dear R experts,

I had a question which may not be directly relevant to R but I will be 
grateful if you can give me some advices.

I ran a two-level multilevel model for data with repeated measurements over 
time, i.e. level-1 the repeated measures and level-2 subjects. I could not 
get convergence using lme(), so I tried MLwiN, which eventually showed the 
level-2 variances (random effects for the intercept and slope) were 
negative values. I know this is known as Heywood cases in the structural 
equation modeling literature, but the only discussion on this problem in 
the literature of multilevel models and random effects models I can find is 
in the book by Prescott and Brown.

Any suggestion on how to solve this problem will be highly appreciated.

Many thanks.

With best regards,


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