[R-sig-ME] Warning message with lmer function

[Ken Beath]

The random effects variances are close to zero, which will cause lots  
of problems.

This is possibly a numerical problem, as the values of the fixed  
effect estimates are small. Maybe you could try scaling the covariate  
before creating the polynomial terms.

Ken

On 16/09/2009, at 8:17 PM, FMH wrote:

> Dear All,
>
> I have a set of data which consist of 1575 groups with 11  
> temperature values in each group. This temperature is recorded  
> across 11 different depths of the sea. The R script are shown below:
>
> ############################################################
> #Temp : Temperature
> #dp1, dp2, dp3 : covariate with respect to linear, quadratic and  
> cubic terms
> #group : 1575 groups in which there are 11 observations in each group
> #sub3 : Data set 1
> #set3 : Data set 2
>
> dp1 <- rep(rev(seq(1,51, by = 5)),1575)
> dp2 <- dp1^2
> dp3 <- dp1^3
> group <- rep(1:1575, each = 11)
> set3 <- data.frame(sub3, dp1, dp2, dp3)
> (lm.lme3 <- lmer(Temp ~ dp1 + dp2 + dp3 + (dp1 + dp2 + dp3|group),  
> data = set3))
> ############################################################
>
>
> I tried to fit a linear mixed model via lmer function, with all the  
> fixed and random effects are included, but there is a 'Warning'  
> message given after the output, as shown below.
>
>
> ##############################################
> Linear mixed model fit by REML
> Formula: Temp ~ dp1 + dp2 + dp3 + (dp1 + dp2 + dp3 | group)
>    Data: set3
>    AIC   BIC logLik deviance REMLdev
>  65627 65743 -32799    65539   65597
> Random effects:
>  Groups   Name        Variance   Std.Dev.   Corr
>  group    (Intercept) 4.8336e-01 6.9524e-01
>           dp1         5.2199e-04 2.2847e-02  0.000
>           dp2         3.0528e-07 5.5252e-04  0.000  0.000
>           dp3         7.8888e-11 8.8819e-06 -0.966  0.000  0.000
>  Residual             1.9939e+00 1.4120e+00
> Number of obs: 17325, groups: group, 1575
> Fixed effects:
>               Estimate Std. Error t value
> (Intercept)  1.363e+01  4.043e-02   337.1
> dp1         -2.930e-01  6.328e-03   -46.3
> dp2          3.924e-03  2.870e-04    13.7
> dp3         -1.900e-05  3.628e-06    -5.2
> Correlation of Fixed Effects:
>     (Intr) dp1    dp2
> dp1 -0.739
> dp2  0.616 -0.959
> dp3 -0.563  0.904 -0.982
>
> Warning message:
> In mer_finalize(ans) : false convergence (8)
> #############################################
>
>
> Does the output given is valid? Could someone please advice on this  
> message.
>
> Thank you
> Fir
>
>
>
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