[R] lme convergence

[Michael Jerosch-Herold]

It looks like in the call to lme

 fm1 <- lme(distance ~ age, data = Orthodont,
+            control=lmeControl(msMaxIter=1))

you did not specify any random effects. Why not try:

 fm1 <- lme(distance ~ age, random= ~1| groupID, data = Orthodont,
+            control=lmeControl(msMaxIter=1))

where groupID is some factor that can be used to stratify the data.

Also, the "Othodont" data set is used in Pinheiro & Bates book, and you may want to consult
that book to see the models they use in connection with that data set. For the Orthodont data set
the groupID would most likely be the subject ID ("Subject" variable).

So a possible model would be:

> fm1 <- lme(distance ~ age, random= ~1|Subject, data=Orthodont)
> summary(fm1)
Linear mixed-effects model fit by REML
 Data: Orthodont 
       AIC      BIC    logLik
  455.0025 465.6563 -223.5013

Random effects:
 Formula: ~1 | Subject
        (Intercept) Residual
StdDev:    2.114724 1.431592

Fixed effects: distance ~ age 
                Value Std.Error DF  t-value p-value
(Intercept) 16.761111 0.8023952 80 20.88885       0
age          0.660185 0.0616059 80 10.71626       0
 Correlation: 
    (Intr)
age -0.845

Standardized Within-Group Residuals:
        Min          Q1         Med          Q3         Max 
-3.66453932 -0.53507984 -0.01289591  0.48742859  3.72178465 

Number of Observations: 108
Number of Groups: 27 

So this runs fine.

As, I said this data set and its analysis is discussed extensively in Pinheiro and Bates book

Michael Jerosch-Herold


>>> "Spencer Graves" <spencer.graves at pdf.com> 06/29/06 7:08 PM >>>
	  Does anyone know how to obtain the 'returnObject' from an 'lme' run 
that fails to converge?  An argument of this name is described on the 
'lmeControl' help page as, "a logical value indicating whether the 
fitted object should be returned when the maximum number of iterations 
is reached without convergence of the algorithm. Default is 'FALSE'."

	  Unfortunately, I've so far been unable to get it to work, as 
witnessed by the following modification of an example from the '?lme' 
help page:

 > library(nlme)
 > fm1 <- lme(distance ~ age, data = Orthodont,
+            control=lmeControl(msMaxIter=1))
Error in lme.formula(distance ~ age, data = Orthodont, control = 
lmeControl(msMaxIter = 1)) :
	iteration limit reached without convergence (9)
 > fm1
Error: object "fm1" not found
 > fm1 <- lme(distance ~ age, data = Orthodont,
+            control=lmeControl(msMaxIter=1,
+              returnObject=TRUE))
Error in lme.formula(distance ~ age, data = Orthodont, control = 
lmeControl(msMaxIter = 1,  :
	iteration limit reached without convergence (9)
 > fm1
Error: object "fm1" not found	

	  I might be able to fix the problem myself, working through the 'lme' 
code line by line, e.g., using 'debug'.  However, I'm not ready to do 
that just now.

	  Best Wishes,
	  Spencer Graves

Ravi Varadhan wrote:
> Use "try" to capture error messages without breaking the loop.
> ?try
> 
> --------------------------------------------------------------------------
> Ravi Varadhan, Ph.D.
> Assistant Professor,  The Center on Aging and Health
> Division of Geriatric Medicine and Gerontology
> Johns Hopkins University
> Ph: (410) 502-2619
> Fax: (410) 614-9625
> Email:  rvaradhan at jhmi.edu 
> Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html 
> --------------------------------------------------------------------------
> 
>> -----Original Message-----
>> From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-
>> bounces at stat.math.ethz.ch] On Behalf Of Pryseley Assam
>> Sent: Wednesday, June 28, 2006 12:18 PM
>> To: R-Users
>> Subject: [R] lme convergence
>>
>> Dear R-Users,
>>
>>   Is it possible to get the covariance matrix from an lme model that did
>> not converge ?
>>
>>   I am doing a simulation which entails fitting linear mixed models, using
>> a "for loop".
>>   Within each loop, i generate a new data set and analyze it using a mixed
>> model.  The loop stops When the "lme function" does not converge for a
>> simulated dataset. I want to inquire if there is a method to suppress the
>> error message from the lme function, or better still, a way of going about
>> this issue of the loop ending once the lme function does not converge.
>>
>>   Thanks in advance,
>>   Pryseley
>>
>>
>> ---------------------------------
>>
>>
>> 	[[alternative HTML version deleted]]
>>
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> 
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