[R] negative variances

[Tu Yu-Kang]

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,

Yu-Kang