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

[dave fournier]

On 12-12-14 09:14 AM, Hans J. Skaug wrote:

Probably because the Hessian is block diagonal. the code does the 
minimization  separately
for each separable call. So variables that are never used do not appear 
in any separable call
and never enter into the estimation.  If you used one of the RE's in two 
separable calls it would
probably crash.


> 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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