[R-sig-ME] Error: "Cannot get confidence intervals...", with lme, what does it means?

Gang Chen gangchen at mail.nih.gov
Tue Sep 2 16:09:26 CEST 2008


Cotter,

Check the following component

> lmefit1$apVar

If you see something like this

   [1] "Non-positive definite approximate variance-covariance"

it most likely indicates you have an inappropriate model for the  
data. Try plotting out the data, and get some idea about the feasible  
models, and then fit the data with those models.

Cheers,
Gang


On Sep 2, 2008, at 8:29 AM, R.S. Cotter wrote:

> Hello,
>
> In some occasions I get this error message: "Cannot get confidence
> intervals on var-cov components: Non-positive definite approximate
> variance-covariance".
>
> I have tried to figure out this by using help function, but didn't
> find answer to the question. I address this question with describing
> the model and the primary task that I want to solve. Sorry if the
> question is clumsy formulated, I 'm not that experienced with R and
> statistics.
>
> My model is:
> Response= Weight(continous)
> Explanatory variables= Time (continous) and Diet (kategorical, two  
> groups; B&C)
>
> The primary question of interest is wheter the growth rates
> (Weight/Time) differ among the two diets.
>
> lmefit1<-lme(Weight ~ Diet*Time,random=~1|Place,data=Total)
>
> Summary output is ok, so far so good. But I also wanted to get the
> slope and confidence intervals for the growth rates for both diets
> (B&C), so I ran intervals(). And I got the intercept, slope and
> confidence intervals for diet B, see below.
>
> But I also wanted the same for the diet C, to do this I renamed diet C
> to A in the data sheet to force C to be the dummy variable. Is this
> the right way to do it?
>
> When running the intervals () once again, I got this message: "Cannot
> get confidence intervals on var-cov components: Non-positive definite
> approximate variance-covariance". What could be wrong..? Is there
> other ways to get the slope and confidence intervals from a lme model?
>
>> intervals(lmefit1)
> Approximate 95% confidence intervals
>
>  Fixed effects:
>                           lower               est.                  
> upper
> (Intercept)           66.040673     108.122242     150.203810
> DietC                -175.080336   -109.638518     -44.196700
> Time                     4.177387         5.434087       6.690788
> DietC:Time          7.938101         11.180806     14.423511
> attr(,"label")
> [1] "Fixed effects:"
>
>  Random Effects:
>   Level: Place
>                     lower     est.    upper
> sd((Intercept)) 0.1478599 13.50651 1233.775
>
>  Within-group standard error:
>    lower     est.    upper
> 159.9128 174.8928 191.2761
>
> Best regards Cotter




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