[R] Problem on glmer

[Zhang,Yanwei]

Hi Dennis, 

Thanks for your input. I am quite shocked that the Gamma model is not implemented in glmer yet, but do you happen to know if there is other packages in R that could fit Gamma hierarchical models besides MASS? The glmmPQL results are a bit off compared to what have been published.  Thanks.



Wayne (Yanwei) Zhang
Statistical Research 
>CNA

-----Original Message-----
From: Dennis Murphy [mailto:djmuser at gmail.com] 
Sent: Tuesday, May 17, 2011 3:05 AM
To: Zhang,Yanwei
Cc: r-help at r-project.org
Subject: Re: [R] Problem on glmer

Hi:

I believe that the problem with the glmer() call is that you are
invoking the Gamma family, which appears not to be implemented at
present. See

http://r-project.markmail.org/search/?q=r-sig-mixed-models#query:r-sig-mixed-models%20date%3A201105%20+page:8+mid:q2b2uoupejdzmvtl+state:results

Dennis

On Mon, May 16, 2011 at 3:31 PM, Zhang,Yanwei <Yanwei.Zhang at cna.com> wrote:
> Hi all,
>
> I was trying to fit a Gamma hierarchical model using "glmer", but got weird error message that I could not understand. On the other hand, a similar call to the glmmPQL leads to results that are close to what I expect. I also tried to change tha "nAGQ" argument in "glmer", but it did not solve the problem. The model I was fitting has a simple structure - one hierarchy and one offset, and I did not expect "glmer" to fail on this simple data set. Did I specify something wrong here? I appreciate any help. Thanks in advance.
>
> #############################################################
> ## Code to fit the model
> #############################################################
> library(MASS)
> library(lme4)
> address <- "http://instruction.bus.wisc.edu/jfrees/jfreesbooks/Longitudinal%20and%20Panel%20Data/Book/Data/TXTData/WorkerC.txt"
> wc <- read.table(address,header=T)
> # clean data
> cl <- unique(wc$CL[wc$LOSS==0])
> wc2 <- subset(wc, !(CL %in% cl) )
> # fit model
> fit1 <- glmmPQL(LOSS~ YR+offset(log(PR)), random=~1|CL,family=Gamma(link="log"),
>          data=wc2)
> fit2 <- glmer(LOSS~ (1|CL) + YR+offset(log(PR)), family=Gamma(link="log"),
>          data=wc2)
>
>
> #############################################################
> ## Results of fit1 and fit2
> #############################################################
>
>> fit1
> Linear mixed-effects model fit by maximum likelihood
>  Data: wc2
>  Log-likelihood: NA
>  Fixed: LOSS ~ YR + offset(log(PR))
>  (Intercept)            YR
> -4.2830507147  0.0005085944
>
> Random effects:
>  Formula: ~1 | CL
>        (Intercept)  Residual
> StdDev:   0.8313193 0.5346455
>
> Variance function:
>  Structure: fixed weights
>  Formula: ~invwt
> Number of Observations: 700
> Number of Groups: 100
>> fit2
> Error in asMethod(object) : matrix is not symmetric [1,2]
>
>
>
>
> Wayne (Yanwei) Zhang
> Statistical Research
> CNA
> Email: Yanwei.Zhang at cna.com<mailto:Yanwei.Zhang at cna.com>
>
>
>
>
> NOTICE:  This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information.
> If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited.
> If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

NOTICE:  This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information.
If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited.
If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.