[R-sig-ME] Starting values slot

Stuart Luppescu slu at ccsr.uchicago.edu
Mon Jul 20 04:22:38 CEST 2009


A long time ago (2005) Doug Bates wrote this (in the R-help list,
perhaps) with regard to specifying starting values for lmer:

> > for linear mixed models. The object "mer" is a mixed-effects
> > representation and the list "cv" is the control values. The only
> > thing that the C function "lmer_initial" does is set the initial
> > values of the relative precision matrices for the random effects.
> > These are the inverses of the variance-covariance matrices relative to
> > the variance of the per-observation noise term. They are stored
> > (upper triangle only) in a slot called "Omega" of the mer class (which
> > is contained in the lmer class).

Was this ever implemented? I don't see the Omega slot mentioned in the
mer-class documentation. I have a model that has been running for more
than 8 hours now (on a *very* fast machine, even) -- 2.6 million records
within two grouping factors containing 75,000 and 33,000 levels. (And
this version is just with a random sample of the full data.) When adding
fixed effects to the model, I'd like to avoid having to wait many hours
for it to finish, so I'd like to be able to speed things up by giving it
starting values from the previous version of the model. 

Can I use start=lm.previous at Omega, or is there another way to do this?

Thanks.
-- 
Stuart Luppescu -=- s-luppescu .at. uchicago.edu        
University of Chicago (^_^)/ CCSR 
才文と智奈美の父 -=-=- Kernel 2.6.28-gentoo-r
It is more rational to sacrifice one life than
 six.   -- Spock, "The Galileo Seven", stardate
 2822.3 
 




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