[R-sig-ME] Failure of mcmcsamp()
John Maindonald
john.maindonald at anu.edu.au
Sat May 3 03:59:35 CEST 2008
Dear Douglas -
The following happens under the versions of lme4 and Matrix from R-
forge:
> Orthodont$logdist <- log(Orthodont$distance)
> keep <- !(Orthodont$Subject%in%c("M04","M13"))
> orthodont <- subset(Orthodont, keep)
> orthodont$Subject <- factor(orthodont$Subject)
> orthdiff.lmer <- lmer(logdist ~ Sex * I(age-11) + (I(age-11) |
+ Subject),
+ data=orthodont, method="ML")
> orthdiffr.lmer <- update(orthdiff.lmer, method="REML")
> orth.mcmc <- mcmcsamp(orthdiffr.lmer, n=1000)
Error in .local(object, n, verbose, ...) :
crossproduct matrix 1 is not positive definite
> VarCorr(orthdiffr.lmer)
$Subject
(Intercept) I(age - 11)
(Intercept) 1.746e-02 1.555e-07
I(age - 11) 1.555e-07 1.384e-12
attr(,"stddev")
(Intercept) I(age - 11)
1.322e-01 1.177e-06
attr(,"correlation")
(Intercept) I(age - 11)
(Intercept) 1 1
I(age - 11) 1 1
attr(,"sc")
sigmaREML
0.05238
R version 2.7.0 Patched (2008-05-01 r45578)
i386-apple-darwin8.10.1
locale:
C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] DAAG_0.97 MASS_7.2-41 lme4_0.999375-14
Matrix_0.999375-10
[5] lattice_0.17-6
loaded via a namespace (and not attached):
[1] grid_2.7.0 tools_2.7.0
This proceeds without error when I use the CRAN versions (albeit under
Windows)
other attached packages:
[1] coda_0.13-1 MEMSS_0.2-4 lme4_0.99875-9
Matrix_0.999375-9 lattice_0.17-6
If I do not remove the "outliers" the calculations proceed without
complaint. The issue is,
maybe, that the variance component associated with the I(age-11) slope
is rather small?
Regards
John Maindonald email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473 fax : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
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