[R-sig-ME] Failure of mcmcsamp(); PS

[John Maindonald]

Actually, on checking more carefully, the CRAN version gave the  
warning message
'Estimated variance-covariance for factor ‘Subject’ is singular' when I
calculated orthdiff.lmer and orthdiffr.lmer.  mcmcsamp() then  
proceeded without
complaint, however.
John.

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.