[R] Convergence problem in GLMM

[John Fox]

Dear list members,

In re-running with GLMM() from the lme4 package a generalized-linear mixed
model that I had previously fit with glmmPQL() from MASS, I'm getting a
warning of a convergence failure, even when I set the method argument of
GLMM() to "PQL":

> bang.mod.1 <- glmmPQL(contraception ~ as.factor(children) + cage + urban,
+     random=~as.factor(children) + cage + urban|district,
+     family=binomial, data=Bangladesh)  # works!

> bang.mod.1 <- GLMM(contraception ~ as.factor(children) + cage + urban,
+     random=~as.factor(children) + cage + urban|district,
+     family=binomial, data=Bangladesh, method="PQL")
Warning message: 
IRLS iterations for glmm did not converge in: GLMM(formula = contraception ~
as.factor(children) + cage + urban,  

Despite the indicated convergence failure, the two sets of estimates are
quite close, as one would expect. I've also played around with various
arguments to lmeControl(), but without success.

I'm curious about the source of the difference, since (as I understand it),
essentially the same algorithm is used by the two functions. I'm using R
2.0.1 under Windows XP with the current version of lme4.

For anyone who's interested, the data are at
<http://socserv.socsci.mcmaster.ca/jfox/Courses/soc761/Bangladesh.txt>, and
are originally from Goldstein, Multilevel Statistical Models, Third Edition.

Any suggestions would be appreciated.

John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox