[Developers] Random effects without penalties work: should they?

Hans J. Skaug Hans.Skaug at math.uib.no
Fri Dec 14 09:14:37 PST 2012


Hi,

I have noted that if you define random effects in your model,
but do not use them for anything [u(M+1) and u(M+2)) in
the attach model] the program runs fine. This
used to cause problems, because the Laplace approximation
is not well defined.

My guess is that the reason why this now works is that
the effort to avoid the "infinite loop" in the inner problem
that was carried out some years ago has introduced 
some penalty on the random effects.

Maybe the new behaviour is OK, but it means that you are no longer
told if you introduce a random effect that is not used for anything.
(Probably you did not do this unintentionally.

Mostly I was curious about finding out what has caused the change.

Hans
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