Hi Doran,
My interests to estimate fixed effects parameters in a mixed model (not the
random effects parameters) and, in addition, in the model there are some
nuisace parameters. For this estimation I am using pseudo-maximum likelihood
methods. First I am estimating nuisance parameters then using these estimates
in my likelihood function to get the estimates of fixed effects parameters
using lmer2. Therefore, to get the correct estimates of the standard errors, I
need robust (or sandwich) estiamtes of the SE. Thank you and thanks to Thomas
his remarks,
Sattar
----- Original Message ----
From: Thomas Lumley <[EMAIL PROTECTED]>
To: "Doran, Harold" <[EMAIL PROTECTED]>
Cc: Sundar Dorai-Raj <[EMAIL PROTECTED]>; Abdus Sattar <[EMAIL PROTECTED]>;
[EMAIL PROTECTED]; [EMAIL PROTECTED]
Sent: Wednesday, September 19, 2007 1:13:20 PM
Subject: Re: [R] Robust or Sandwich estimates in lmer2
On Wed, 19 Sep 2007, Doran, Harold wrote:
> This has come up before and I'll again ask the question "why would you
> want robust standard errors in lmer"?
And I'll again answer: using lmer() does not automatically guarantee correct
model specification, either for the correlation structure or for the marginal
variance.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle
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