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Reliability of Bayesian mixed-effects estimates when frequentist models fail to converge

Ascertain whether Bayesian mixed-effects models implemented via brms/Stan provide reliable estimates of random effects in scenarios where frequentist mixed-effects methods, such as lme4, fail to converge, by establishing theoretical guarantees and/or conducting systematic simulation studies.

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Background

Within acoustic phonetics and sociophonetics, linear mixed-effects models are widely used. Bayesian approaches (e.g., brms/Stan) have grown in popularity, partly due to their flexibility and the practical advantage that they can return parameter estimates even when frequentist software (e.g., lme4) reports non-convergence.

The authors explicitly note that, despite this practical convenience, it is not clearly established whether such Bayesian estimates are reliable in these non-convergent cases, highlighting a gap in current theoretical and empirical understanding.

References

Bayesian models also have the convenient property of providing estimates of random effects when frequentist methods (such as those in lme4) fail to converge. {However, to the best of our knowledge, the question of whether the Bayesian approach provides reliable estimates in such situations has not been clearly answered, either in theory or through simulation \citep[though see]{eager2017mixed}.}

Statistics in Phonetics (2404.07567 - Tavakoli et al., 11 Apr 2024) in Section 4.1 (Acoustic phonetics) — Sociophonetics: Analysis of scalar measurements (Bayesian methods)