[R-sig-ME] [R] lme4 : lmer : convergence problem and other errors

[Robert Kushler]

I'll add 2 cents worth here:  I have long advocated subtracting off a nice
round number near the middle of the range of x values, rather than using the
mean of the x values in the current data set.  This has a number of advantages,
including ease of interpretation and the ability of others to easily reproduce
the results and/or generate predicted values from the fitted model.  The same
argument applies to rescaling data by e.g. shifting the decimal point rather
than "standardizing" x.

Regards,    Rob Kushler


Gillian Raab wrote:
> Very basic statistical principal. It reduces the correlation between the x
> variables especially when you have quadratic terms. Models with correlated
> covariates are ill conditioned and fit badly and are subject to rounding
> errors.
> 
> Those of us old enough to have to have done regressions with calculators
> know this very well but you young folk don't seem to know about it. Give it
> a try and see if it helps.
> 
> Gillian
> 
> 2008/7/8 <yufeng at nsm.umass.edu>:
> 
>> Thank for your suggestions but why u want to center x variables around zero
>> in
>> that way? I just don't understand what is the advantage by doing that.
>>
>> Yufeng
>>
>> Quoting Gillian Raab <gillian.raab at googlemail.com>:
>>
>>> 2008/7/8 <yufeng at nsm.umass.edu>:
>>>
>>>> Please see below:
>>>>
>>>>> 1) What version of lmer are you running? The new version post 23/6/08
>>>> copes
>>>>> with difficult likelihoods better.
>>>> I used the most up-to-date version.
>>>>
>>>>> 2) Have you changed anything in the elements of the control
>> parameter.
>>>> The
>>>>> pre 23/6 verion had several parameters and the later one fewer. In
>>>>> particular you can increase the iterations
>>>> How could I increase the iterations?
>>> READ THE HELP FILE UNDER LMER AND THE CONTROL  PARAMETER
>>>
>>>>
>>>>> 3) Have you centred your x variables so they have means around zero.
>> If
>>>> not
>>>>> you should always do this as it will make the fitting easier
>> especially
>>>> with
>>>>> quadratic terms. This ought to have been my first suggestion.
>>>> Do u mean the random effects of x's should be centered around 0? I
>> didn't
>>>> do
>>>> that and I don't know how to do that in R? Could U tell me how? Thanks!
>>> NOTHING FANCY JUST CALCULATE NEW X VARIABLES BY SUBTRACTING THE MEAN
>> VALUES
>>>>
>>>>
>>>>
>>>>> 4) Having another look at your model you say it is non-linear, but it
>>>> looks
>>>>> linear to me if you set the squared terms as covariates too.
>>>> You are right the model should be linear.
>>>>
>>>>> Good luck
>>>>>
>>>>> Gillian Raab
>>>>> Edinburgh
>>>>>
>>>>> On 03/07/2008, yufeng at nsm.umass.edu <yufeng at nsm.umass.edu> wrote:
>>>>>> Dear R-user,
>>>>>>
>>>>>> I am trying to use the R "lmer" function in lme4 package to fit a
>> non
>>>>>> linear
>>>>>> mixed effects model. The model I wand to fit is at an individual
>> level
>>>> with
>>>>>> 4
>>>>>> parameters. For all parameters both fixed and random effects have
>> to be
>>>>>> estimated, as well as their covariance matrix (see the formula
>> bellow).
>>>>>> y~x1+x1^2+x2+x2^2.
>>>>>>
>>>>>>
>>>>>> I tried to fit the model with my data sets, but most of the time, R
>>>> returns
>>>>>> an
>>>>>> error message.
>>>>>> there are three main types of errors :
>>>>>>
>>>>>> - In mer_finalize(ans, verbose) :
>>>>>>   function evaluation limit reached without convergence (9)
>>>>>>
>>>>>> -  there are false convergence (8)
>>>>>>
>>>>>> -there are singular convergence (7)
>>>>>>
>>>>>> Do you know how to resolve these problems. Is there a way to modify
>> the
>>>>>> parameters of the maximization algorithm to avoid these error
>> messages?
>>>>>> Thank you for your help and answers.
>>>>>>
>>>>>> Regards,
>>>>>>
>>>>>> Yufeng Zhang
>>>>>>
>>>>>> _______________________________________________
>>>>>> R-sig-mixed-models at r-project.org mailing list
>>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>>>>
>>>>>
>>>>>
>>>>> --
>>>>> Gillian M Raab
>>>>> 10 Ainslie Place EH3 6AS
>>>>> tel 0131 226 6234
>>>>> mobile 07748 678 551
>>>>>
>>>>
>>>>
>>>>
>>>
>>> --
>>> Gillian M Raab
>>> 10 Ainslie Place EH3 6AS
>>> tel 0131 226 6234
>>> mobile 07748 678 551
>>>
>>
>>
>>
> 
>