[R-sig-ME] cloglog link in lmer
Sasha Goodman
sashag at stanford.edu
Sun May 31 00:23:51 CEST 2009
We have been using lme4 with a logit link and crossed random effects.
It works very nicely. However, because our outcome is very rare, we
are trying the cloglog link with lmer. The model simply does not run,
however. The errors is "mu[i] must be in the range (0,1)". A google
search reveals no one else has ever posted this particular problem.
I'm sending the following details in case it helps the developers.
Advice is also welcomed.
Descriptives for the two variables:
Y: [0,1], ∈ R, E=0.007238727, SE=0.08477285, the binary response
X : [0.4318617,0.998886], ∈ R, E=0.9886799, SE=0.03572924, continuous
in the range [0.4318617,0.998886]
## Crossed with cloglog fails
h = lmer(Y ~ X + (1 | i) + (1 | j) + (1|t), D2 ,family =
binomial(link="cloglog"),control = list(msVerbose = 1))
0: 5328.8713: 0.100868 0.0552843 0.00896829 -35.7191 31.0045
Error in mer_finalize(ans) :
mu[i] must be in the range (0,1): mu = 0, i = 253517704
## Crossed with logit works
h = lmer(Y ~ X + (1 | i) + (1 | j) + (1|t), D2 ,family =
binomial(link="logit"),control = list(msVerbose = 1))
summary(h)
Generalized linear mixed model fit by the Laplace approximation
Formula: Y ~ X + (1 | i) + (1 | j) + (1 | t)
Data: D2
AIC BIC logLik deviance
1797 1843 -893.5 1787
Random effects:
Groups Name Variance Std.Dev.
j (Intercept) 17.9346 4.2349
i (Intercept) 126.9971 11.2693
t (Intercept) 2.6644 1.6323
Number of obs: 66310, groups: j, 253; i, 76; t, 2
Fixed effects:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -81.38 19.29 -4.219 2.46e-05 ***
X 60.91 19.26 3.162 0.00157 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
## Simple GLM with the same data runs perfectly
h = glm(Y ~ X , D2 ,family = binomial(link="cloglog"))
glm(formula = Y ~ X, family = binomial(link = "cloglog"),
data = D2)
Deviance Residuals:
Min 1Q Median 3Q Max
-0.1316 -0.1271 -0.1270 -0.1212 3.9149
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -35.719 6.833 -5.228 1.72e-07 ***
X 31.004 6.869 4.514 6.37e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Dispersion parameter for binomial family taken to be 1)
Null deviance: 5687.7 on 66309 degrees of freedom
Residual deviance: 5643.9 on 66308 degrees of freedom
AIC: 5647.9
Number of Fisher Scoring iterations: 10
--
Sasha Goodman
Doctoral Student, Organizational Behavior
Office: 1 (650) 492-4892
Skype: goodmansasha
sashag at stanford.edu
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