[R-sig-ME] Links to that "slow" lmer example I asked about

Douglas Bates bates at stat.wisc.edu
Tue Oct 6 23:44:12 CEST 2009


Thanks for providing the data, Paui.  As I said in a private message,
this helps a lot to be able to discuss a concrete example and I thank
your colleague for allowing you to provide these.

My initial timing is using the development version of the lme4
package, the so-called lme4a.  I separated the creation of the
structures from the actual optimization.  Setup takes about 3 seconds,
optimization with nlminb about 7 seconds and optimization with bobyqa
about 3.5 seconds.

This was done on my desktop computer - a dual-core 2.0 GHz AMD64 with
4GB of memory.

On Tue, Oct 6, 2009 at 2:57 PM, Paul Johnson <pauljohn32 at gmail.com> wrote:
> Dear Everybody:
>
> I asked a couple of weeks ago about the puzzle that my colleague's
> linear mixed model can be estimated in HLM6 in 3 seconds, while lmer
> requires about 50 seconds.  I wondered if that was expected/known.
>
> The discussion seemed to end with the conclusion "if you expect us to
> evaluate that, give us the working example."  Due to a death in my
> family, I was delayed in responding, but here are the links to the
> example data and code.
>
> The data frame is saved with R's write function
>
> http://pj.freefaculty.org/R/MixedModel/myframe.Rdata
>
> I believe that is workable on all platforms. That's about 26,000 rows.
> Variable V33 represents the groups (in this case, country).  The
> variables are generically named V1-V33.
>
> The small simple test program to load the data and estimate the model:
>
> http://pj.freefaculty.org/R/MixedModel/replicateMM.R
>
> The output I get, which has system.time wrapped around the use of lmer:
>
> http://pj.freefaculty.org/R/MixedModel/replicateMM.Rout
>
> I get
> ##  user  system elapsed
> ##55.448   0.216  55.756
>
> Please remember I am not saying that lmer should work faster.  I
> understand it is capable of estimating models that other programs
> cannot.  I'm only trying to explain to a user why this one linear
> model takes more time in lmer than in HLM6.
>
> pj
> --
> Paul E. Johnson
> Professor, Political Science
> 1541 Lilac Lane, Room 504
> University of Kansas
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
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> ## crude benchmark of speed on numerical linear algebra
> mm <- matrix(rnorm(1000 * 1000), nc = 1000)
> system.time(solve(mm, rnorm(1000)))
   user  system elapsed 
  0.628   0.012   0.652 
> system.time(solve(mm, rnorm(1000)))
   user  system elapsed 
  0.300   0.008   0.309 
> system.time(solve(mm, rnorm(1000)))
   user  system elapsed 
  0.296   0.012   0.308 
> rm(mm)
> 
> 
> load(url("http://pj.freefaculty.org/R/MixedModel/myframe.Rdata"))
> attr(myframe, "terms") <- NULL
> attr(myframe, "na.action") <- NULL
> 
> str(myframe)
'data.frame':	23898 obs. of  33 variables:
 $ V1 : num  5 5 5 3 7 9 9 4 7 9 ...
 $ V2 : num  4 4 4 4 5 2 4 3 4 4 ...
 $ V3 : num  28335 28335 28335 28335 28335 ...
 $ V4 : num  4.78 4.78 4.78 4.78 4.78 ...
 $ V5 : num  2 0 0 1 0 0 0 0 0 0 ...
 $ V6 : num  5 5 3 2 4 2 3 2 4 4 ...
 $ V7 : num  3 1 1 2 1 2 1 2 1 1 ...
 $ V8 : num  2 2 2 4 1 1 1 4 2 1 ...
 $ V9 : num  2 1 2 2 2 2 1 4 2 1 ...
 $ V10: num  1 0 0 0 1 0 1 1 0 1 ...
 $ V11: num  0 0 1 1 0 1 0 0 0 0 ...
 $ V12: num  0 1 0 0 0 0 0 0 0 0 ...
 $ V13: num  0 0 1 0 0 1 0 0 0 0 ...
 $ V14: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V15: num  0 0 0 1 0 0 1 0 0 0 ...
 $ V16: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V17: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V18: num  1 1 1 1 1 1 1 2 2 1 ...
 $ V19: num  0 0 0 0 0 0 1 0 0 0 ...
 $ V20: num  1 0 1 1 1 1 0 0 1 0 ...
 $ V21: num  0 1 0 0 0 0 0 0 0 0 ...
 $ V22: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V23: num  0 0 1 1 1 0 0 0 0 0 ...
 $ V24: num  0 0 0 0 0 0 1 0 0 1 ...
 $ V25: num  0 1 0 0 0 1 0 0 1 0 ...
 $ V26: num  1 0 1 0 1 1 -1 0 1 1 ...
 $ V27: num  0 0 0 0 2 0 1 1 0 1 ...
 $ V28: num  2 1 3 2 2 3 2 1 1 2 ...
 $ V29: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V30: num  0 0 0 0 8 0 3 2 0 4 ...
 $ V31: num  0 0 0 0 10 0 4 3 0 4 ...
 $ V32: num  0 0 0 0 2 0 -1 0 0 1 ...
 $ V33: Factor w/ 25 levels "Austria","Belgium",..: 2 2 2 2 2 2 2 2 2 2 ...
> summary(myframe)
       V1              V2              V3              V4       
 Min.   :3.000   Min.   :2.000   Min.   :10270   Min.   :1.260  
 1st Qu.:5.000   1st Qu.:4.000   1st Qu.:16357   1st Qu.:2.000  
 Median :7.000   Median :4.000   Median :26750   Median :3.930  
 Mean   :6.315   Mean   :4.089   Mean   :23385   Mean   :3.758  
 3rd Qu.:8.000   3rd Qu.:5.000   3rd Qu.:27756   3rd Qu.:5.680  
 Max.   :9.000   Max.   :6.000   Max.   :62298   Max.   :6.530  
                                                                
       V5               V6              V7              V8       
 Min.   :0.0000   Min.   :2.000   Min.   :1.000   Min.   :1.000  
 1st Qu.:0.0000   1st Qu.:2.000   1st Qu.:1.000   1st Qu.:1.000  
 Median :0.0000   Median :4.000   Median :1.000   Median :1.000  
 Mean   :0.4353   Mean   :3.562   Mean   :1.545   Mean   :1.708  
 3rd Qu.:1.0000   3rd Qu.:4.000   3rd Qu.:2.000   3rd Qu.:2.000  
 Max.   :2.0000   Max.   :6.000   Max.   :3.000   Max.   :5.000  
                                                                 
       V9            V10              V11              V12         
 Min.   :1.00   Min.   :0.0000   Min.   :0.0000   Min.   :0.00000  
 1st Qu.:2.00   1st Qu.:0.0000   1st Qu.:0.0000   1st Qu.:0.00000  
 Median :2.00   Median :0.0000   Median :0.0000   Median :0.00000  
 Mean   :2.61   Mean   :0.4377   Mean   :0.3108   Mean   :0.01151  
 3rd Qu.:4.00   3rd Qu.:1.0000   3rd Qu.:1.0000   3rd Qu.:0.00000  
 Max.   :6.00   Max.   :1.0000   Max.   :1.0000   Max.   :1.00000  
                                                                   
      V13               V14              V15              V16         
 Min.   :0.00000   Min.   :0.0000   Min.   :0.0000   Min.   :0.00000  
 1st Qu.:0.00000   1st Qu.:0.0000   1st Qu.:0.0000   1st Qu.:0.00000  
 Median :0.00000   Median :0.0000   Median :0.0000   Median :0.00000  
 Mean   :0.07164   Mean   :0.1809   Mean   :0.1493   Mean   :0.05415  
 3rd Qu.:0.00000   3rd Qu.:0.0000   3rd Qu.:0.0000   3rd Qu.:0.00000  
 Max.   :1.00000   Max.   :1.0000   Max.   :1.0000   Max.   :1.00000  
                                                                      
      V17              V18             V19              V20        
 Min.   :0.0000   Min.   :1.000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.0000   1st Qu.:1.000   1st Qu.:0.0000   1st Qu.:0.0000  
 Median :0.0000   Median :2.000   Median :0.0000   Median :0.0000  
 Mean   :0.1783   Mean   :1.556   Mean   :0.1577   Mean   :0.3507  
 3rd Qu.:0.0000   3rd Qu.:2.000   3rd Qu.:0.0000   3rd Qu.:1.0000  
 Max.   :1.0000   Max.   :2.000   Max.   :1.0000   Max.   :1.0000  
                                                                   
      V21              V22               V23              V24        
 Min.   :0.0000   Min.   :0.00000   Min.   :0.0000   Min.   :0.0000  
 1st Qu.:0.0000   1st Qu.:0.00000   1st Qu.:0.0000   1st Qu.:0.0000  
 Median :0.0000   Median :0.00000   Median :0.0000   Median :0.0000  
 Mean   :0.2678   Mean   :0.07595   Mean   :0.2111   Mean   :0.2652  
 3rd Qu.:1.0000   3rd Qu.:0.00000   3rd Qu.:0.0000   3rd Qu.:1.0000  
 Max.   :1.0000   Max.   :1.00000   Max.   :1.0000   Max.   :1.0000  
                                                                     
      V25              V26                V27              V28       
 Min.   :0.0000   Min.   :-3.00000   Min.   :0.0000   Min.   :1.000  
 1st Qu.:0.0000   1st Qu.: 0.00000   1st Qu.:0.0000   1st Qu.:1.000  
 Median :0.0000   Median : 0.00000   Median :1.0000   Median :2.000  
 Mean   :0.2466   Mean   : 0.08398   Mean   :0.9125   Mean   :1.899  
 3rd Qu.:0.0000   3rd Qu.: 0.00000   3rd Qu.:1.0000   3rd Qu.:2.000  
 Max.   :1.0000   Max.   : 3.00000   Max.   :2.0000   Max.   :3.000  
                                                                     
      V29              V30              V31              V32          
 Min.   :0.0000   Min.   : 0.000   Min.   : 0.000   Min.   :-6.00000  
 1st Qu.:0.0000   1st Qu.: 0.000   1st Qu.: 0.000   1st Qu.: 0.00000  
 Median :0.0000   Median : 3.000   Median : 4.000   Median : 0.00000  
 Mean   :0.3912   Mean   : 3.155   Mean   : 3.679   Mean   : 0.03741  
 3rd Qu.:0.0000   3rd Qu.: 4.000   3rd Qu.: 5.000   3rd Qu.: 0.00000  
 Max.   :4.0000   Max.   :12.000   Max.   :12.000   Max.   : 6.00000  
                                                                      
            V33       
 Slovakia     : 1245  
 CzechRepublic: 1069  
 WGermany     : 1033  
 Denmark      : 1027  
 Spain        : 1019  
 France       : 1018  
 (Other)      :17487  
Warning message:
closing unused connection 3 (gzcon(http://pj.freefaculty.org/R/MixedModel/myframe.Rdata)) 
> ## several variables are binary and probably should be recoded as factors
> sapply(myframe, function(v) length(unique(v)))
 V1  V2  V3  V4  V5  V6  V7  V8  V9 V10 V11 V12 V13 V14 V15 V16 V17 V18 V19 V20 
  7   5  24  24   3   5   3   5   6   2   2   2   2   2   2   2   2   2   2   2 
V21 V22 V23 V24 V25 V26 V27 V28 V29 V30 V31 V32 V33 
  2   2   2   2   2   7   3   3   4   9   9  11  25 
> myframeA <-
+     do.call(data.frame, lapply(myframe,
+                                function(v)
+                                if(length(unique(v)) == 2) factor(v) else v))
> str(myframeA)
'data.frame':	23898 obs. of  33 variables:
 $ V1 : num  5 5 5 3 7 9 9 4 7 9 ...
 $ V2 : num  4 4 4 4 5 2 4 3 4 4 ...
 $ V3 : num  28335 28335 28335 28335 28335 ...
 $ V4 : num  4.78 4.78 4.78 4.78 4.78 ...
 $ V5 : num  2 0 0 1 0 0 0 0 0 0 ...
 $ V6 : num  5 5 3 2 4 2 3 2 4 4 ...
 $ V7 : num  3 1 1 2 1 2 1 2 1 1 ...
 $ V8 : num  2 2 2 4 1 1 1 4 2 1 ...
 $ V9 : num  2 1 2 2 2 2 1 4 2 1 ...
 $ V10: Factor w/ 2 levels "0","1": 2 1 1 1 2 1 2 2 1 2 ...
 $ V11: Factor w/ 2 levels "0","1": 1 1 2 2 1 2 1 1 1 1 ...
 $ V12: Factor w/ 2 levels "0","1": 1 2 1 1 1 1 1 1 1 1 ...
 $ V13: Factor w/ 2 levels "0","1": 1 1 2 1 1 2 1 1 1 1 ...
 $ V14: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 1 1 1 1 ...
 $ V15: Factor w/ 2 levels "0","1": 1 1 1 2 1 1 2 1 1 1 ...
 $ V16: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 1 1 1 1 ...
 $ V17: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 1 1 1 1 ...
 $ V18: Factor w/ 2 levels "1","2": 1 1 1 1 1 1 1 2 2 1 ...
 $ V19: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 2 1 1 1 ...
 $ V20: Factor w/ 2 levels "0","1": 2 1 2 2 2 2 1 1 2 1 ...
 $ V21: Factor w/ 2 levels "0","1": 1 2 1 1 1 1 1 1 1 1 ...
 $ V22: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 1 1 1 1 ...
 $ V23: Factor w/ 2 levels "0","1": 1 1 2 2 2 1 1 1 1 1 ...
 $ V24: Factor w/ 2 levels "0","1": 1 1 1 1 1 1 2 1 1 2 ...
 $ V25: Factor w/ 2 levels "0","1": 1 2 1 1 1 2 1 1 2 1 ...
 $ V26: num  1 0 1 0 1 1 -1 0 1 1 ...
 $ V27: num  0 0 0 0 2 0 1 1 0 1 ...
 $ V28: num  2 1 3 2 2 3 2 1 1 2 ...
 $ V29: num  0 0 0 0 0 0 0 0 0 0 ...
 $ V30: num  0 0 0 0 8 0 3 2 0 4 ...
 $ V31: num  0 0 0 0 10 0 4 3 0 4 ...
 $ V32: num  0 0 0 0 2 0 -1 0 0 1 ...
 $ V33: Factor w/ 25 levels "Austria","Belgium",..: 2 2 2 2 2 2 2 2 2 2 ...
> summary(myframeA)
       V1              V2              V3              V4       
 Min.   :3.000   Min.   :2.000   Min.   :10270   Min.   :1.260  
 1st Qu.:5.000   1st Qu.:4.000   1st Qu.:16357   1st Qu.:2.000  
 Median :7.000   Median :4.000   Median :26750   Median :3.930  
 Mean   :6.315   Mean   :4.089   Mean   :23385   Mean   :3.758  
 3rd Qu.:8.000   3rd Qu.:5.000   3rd Qu.:27756   3rd Qu.:5.680  
 Max.   :9.000   Max.   :6.000   Max.   :62298   Max.   :6.530  
                                                                
       V5               V6              V7              V8       
 Min.   :0.0000   Min.   :2.000   Min.   :1.000   Min.   :1.000  
 1st Qu.:0.0000   1st Qu.:2.000   1st Qu.:1.000   1st Qu.:1.000  
 Median :0.0000   Median :4.000   Median :1.000   Median :1.000  
 Mean   :0.4353   Mean   :3.562   Mean   :1.545   Mean   :1.708  
 3rd Qu.:1.0000   3rd Qu.:4.000   3rd Qu.:2.000   3rd Qu.:2.000  
 Max.   :2.0000   Max.   :6.000   Max.   :3.000   Max.   :5.000  
                                                                 
       V9       V10       V11       V12       V13       V14       V15      
 Min.   :1.00   0:13438   0:16470   0:23623   0:22186   0:19575   0:20330  
 1st Qu.:2.00   1:10460   1: 7428   1:  275   1: 1712   1: 4323   1: 3568  
 Median :2.00                                                              
 Mean   :2.61                                                              
 3rd Qu.:4.00                                                              
 Max.   :6.00                                                              
                                                                           
 V16       V17       V18       V19       V20       V21       V22      
 0:22604   0:19636   1:10600   0:20129   0:15517   0:17497   0:22083  
 1: 1294   1: 4262   2:13298   1: 3769   1: 8381   1: 6401   1: 1815  
                                                                      
                                                                      
                                                                      
                                                                      
                                                                      
 V23       V24       V25            V26                V27        
 0:18853   0:17560   0:18004   Min.   :-3.00000   Min.   :0.0000  
 1: 5045   1: 6338   1: 5894   1st Qu.: 0.00000   1st Qu.:0.0000  
                               Median : 0.00000   Median :1.0000  
                               Mean   : 0.08398   Mean   :0.9125  
                               3rd Qu.: 0.00000   3rd Qu.:1.0000  
                               Max.   : 3.00000   Max.   :2.0000  
                                                                  
      V28             V29              V30              V31        
 Min.   :1.000   Min.   :0.0000   Min.   : 0.000   Min.   : 0.000  
 1st Qu.:1.000   1st Qu.:0.0000   1st Qu.: 0.000   1st Qu.: 0.000  
 Median :2.000   Median :0.0000   Median : 3.000   Median : 4.000  
 Mean   :1.899   Mean   :0.3912   Mean   : 3.155   Mean   : 3.679  
 3rd Qu.:2.000   3rd Qu.:0.0000   3rd Qu.: 4.000   3rd Qu.: 5.000  
 Max.   :3.000   Max.   :4.0000   Max.   :12.000   Max.   :12.000  
                                                                   
      V32                      V33       
 Min.   :-6.00000   Slovakia     : 1245  
 1st Qu.: 0.00000   CzechRepublic: 1069  
 Median : 0.00000   WGermany     : 1033  
 Mean   : 0.03741   Denmark      : 1027  
 3rd Qu.: 0.00000   Spain        : 1019  
 Max.   : 6.00000   France       : 1018  
                    (Other)      :17487  
> 
> if (require(lme4a)) {
+     ## Separate the setup time from the actual optimization time
+     cat ("Setup time\n\n")
+     print(system.time(fm1 <- lmer (V1 ~ V2*V3 + V4*V5 + V6*V5  + V7 + V8 +
+                                    V9 + V10 + V11 + V12 + V13 + V14 + V15 +
+                                    V16 + V17 + V18 + V19 + V20 + V21 + V22 +
+                                    V23 + V24 + V25  + V26 + V27 + V28 + V29 +
+                                    V30 + V31 + V32 +  (1 | V33) +
+                                    (0 + V6 | V33) + (0 + V2 | V33) +
+                                    (0 + V5 | V33) + (0 + V26 | V33),
+                                    data=myframe, doFit = FALSE)
+                 ))
+     cat("\nOptimization timings with nlminb\n\n")
+     ## optimize with nlminb
+     print(system.time(nlminb(c(1,1,1,1,1), fm1 at setPars, lower = c(0,0,0,0,0),
+                        control = list(trace = 1))))
+     ## replicate the timing
+     print(system.time(nlminb(c(1,1,1,1,1), fm1 at setPars, lower = c(0,0,0,0,0))))
+     print(system.time(nlminb(c(1,1,1,1,1), fm1 at setPars, lower = c(0,0,0,0,0))))
+     if (require(minqa)) {
+         ## optimize with bobyqa
+         cat("\nOptimization timings with bobyqa\n\n")
+         print(system.time(bobyqa(c(1,1,1,1,1), fm1 at setPars,
+                                  lower = c(0,0,0,0,0),
+                                  control = list(iprint = 2))))
+         print(system.time(bobyqa(c(1,1,1,1,1), fm1 at setPars,
+                                  lower = c(0,0,0,0,0))))
+         print(system.time(bobyqa(c(1,1,1,1,1), fm1 at setPars,
+                                  lower = c(0,0,0,0,0))))
+     }
+     print(fm1, corr = FALSE)
+ }
Loading required package: lme4a
Loading required package: Matrix
Loading required package: lattice
Setup time

   user  system elapsed 
  2.960   0.080   3.071 

Optimization timings with nlminb

  0:     96426.599:  1.00000  1.00000  1.00000  1.00000  1.00000
  1:     96295.996: 0.623983 0.523427 0.543702 0.552827 0.527435
  2:     96273.069: 0.591226 0.459321 0.484632 0.498523 0.465737
  3:     96168.044: 0.331374  0.00000  0.00000 0.0294945  0.00000
  4:     96107.379: 0.320822 0.00821871 0.00428477 0.328686 0.00269471
  5:     96087.796: 0.315190 0.149213 0.0445160 0.317986 0.0248490
  6:     96059.148: 0.315299 0.111180 0.0161098 0.302705 0.165021
  7:     96048.107: 0.312250  0.00000 0.0797214 0.263896 0.101371
  8:     96038.427: 0.309184 0.000451603 0.0369773 0.247601 0.0875081
  9:     96034.899: 0.270801 0.00896652 0.0608070 0.234734 0.0836041
 10:     96026.837: 0.233547 0.0319941 0.0721202 0.218979 0.0838261
 11:     96015.892: 0.242373 0.0461792 0.0294698 0.204983 0.0844199
 12:     96014.352: 0.245708 0.0355295 0.0310036 0.198239 0.0842762
 13:     96013.370: 0.249612 0.0427201 0.0332018 0.188210 0.0840645
 14:     96012.451: 0.254820 0.0341747 0.0305940 0.180119 0.0839994
 15:     96011.593: 0.262654 0.0420466 0.0339186 0.173954 0.0839426
 16:     96010.874: 0.271355 0.0354723 0.0316494 0.167002 0.0838920
 17:     96010.410: 0.280745 0.0424404 0.0346307 0.161826 0.0838721
 18:     96010.005: 0.291164 0.0364633 0.0331619 0.156732 0.0838985
 19:     96009.684: 0.281064 0.0421504 0.0314490 0.150807 0.0839873
 20:     96009.393: 0.277039 0.0361296 0.0330630 0.139974 0.0840539
 21:     96009.300: 0.288448 0.0418852 0.0354611 0.138146 0.0838848
 22:     96009.268: 0.276539 0.0403528 0.0302351 0.137239 0.0835648
 23:     96009.231: 0.277666 0.0385172 0.0344151 0.136062 0.0837730
 24:     96009.164: 0.281748 0.0389283 0.0319074 0.135416 0.0837814
 25:     96009.148: 0.285829 0.0397878 0.0340193 0.134406 0.0845960
 26:     96009.131: 0.287489 0.0389874 0.0328717 0.134196 0.0840812
 27:     96009.125: 0.287565 0.0398061 0.0328296 0.134120 0.0840057
 28:     96009.123: 0.288329 0.0395811 0.0328756 0.133984 0.0838227
 29:     96009.122: 0.289089 0.0398303 0.0329540 0.133897 0.0840147
 30:     96009.122: 0.289132 0.0396825 0.0327625 0.133853 0.0839632
 31:     96009.122: 0.289242 0.0398505 0.0327353 0.133743 0.0838536
 32:     96009.121: 0.289427 0.0396997 0.0327953 0.133712 0.0837955
 33:     96009.121: 0.289602 0.0397620 0.0327613 0.133658 0.0839591
 34:     96009.121: 0.289830 0.0397528 0.0327968 0.133663 0.0838508
 35:     96009.121: 0.289839 0.0397436 0.0327714 0.133658 0.0838547
 36:     96009.121: 0.289859 0.0397484 0.0327543 0.133648 0.0838609
 37:     96009.121: 0.289922 0.0397486 0.0327835 0.133623 0.0838680
 38:     96009.121: 0.289980 0.0397393 0.0327546 0.133650 0.0838892
 39:     96009.121: 0.289986 0.0397575 0.0327645 0.133645 0.0838784
 40:     96009.121: 0.289997 0.0397410 0.0327606 0.133635 0.0838667
 41:     96009.121: 0.290016 0.0397534 0.0327647 0.133645 0.0838675
 42:     96009.121: 0.290035 0.0397447 0.0327612 0.133631 0.0838666
 43:     96009.121: 0.290052 0.0397524 0.0327717 0.133626 0.0838776
 44:     96009.121: 0.290069 0.0397521 0.0327574 0.133632 0.0838684
 45:     96009.121: 0.290087 0.0397534 0.0327713 0.133641 0.0838641
 46:     96009.121: 0.290083 0.0397521 0.0327649 0.133618 0.0838614
 47:     96009.121: 0.290104 0.0397626 0.0327640 0.133619 0.0838678
 48:     96009.121: 0.290109 0.0397512 0.0327633 0.133620 0.0838668
 49:     96009.121: 0.290121 0.0397555 0.0327657 0.133623 0.0838665
   user  system elapsed 
  7.124   0.004   7.377 
   user  system elapsed 
  7.393   0.004   7.555 
   user  system elapsed 
  7.132   0.008   7.287 
Loading required package: minqa

Optimization timings with bobyqa

   user  system elapsed 
  3.268   0.004   3.400 
   user  system elapsed 
  3.437   0.012   3.810 
   user  system elapsed 
  3.412   0.004   3.508 
Linear mixed model fit by REML 
Formula: V1 ~ V2 * V3 + V4 * V5 + V6 * V5 + V7 + V8 + V9 + V10 + V11 +      V12 + V13 + V14 + V15 + V16 + V17 + V18 + V19 + V20 + V21 +      V22 + V23 + V24 + V25 + V26 + V27 + V28 + V29 + V30 + V31 +      V32 + (1 | V33) + (0 + V6 | V33) + (0 + V2 | V33) + (0 +      V5 | V33) + (0 + V26 | V33) 
   Data: myframe 
 REML 
96009 

Random effects:
 Groups   Name        Variance  Std.Dev.
 V33      (Intercept) 0.2690735 0.518723
 V33      V6          0.0050509 0.071070
 V33      V2          0.0034311 0.058576
 V33      V5          0.0570574 0.238867
 V33      V26         0.0224763 0.149921
 Residual             3.1958550 1.787695
Number of obs: 23898, groups: V33, 25

Fixed effects:
              Estimate Std. Error t value
(Intercept)  5.786e+00  3.324e-01   17.41
V2           2.101e-01  5.299e-02    3.97
V3           3.319e-05  1.665e-05    1.99
V4           1.165e-01  9.334e-02    1.25
V5          -5.375e-01  1.377e-01   -3.90
V6           1.788e-01  2.393e-02    7.47
V7          -3.933e-01  1.820e-02  -21.61
V8          -6.010e-02  1.367e-02   -4.39
V9          -3.200e-01  9.021e-03  -35.48
V10          3.137e-02  3.282e-02    0.96
V11          2.106e-02  3.683e-02    0.57
V12         -1.629e-01  1.144e-01   -1.42
V13         -1.247e-01  4.830e-02   -2.58
V14         -7.770e-02  3.376e-02   -2.30
V15         -2.026e-02  3.609e-02   -0.56
V16          1.036e-02  5.448e-02    0.19
V17         -1.938e-01  3.482e-02   -5.57
V18          1.014e-01  2.429e-02    4.18
V19         -1.349e-02  4.245e-02   -0.32
V20         -1.090e-01  4.635e-02   -2.35
V21         -1.724e-01  4.943e-02   -3.49
V22         -1.223e-01  5.062e-02   -2.42
V23         -5.598e-02  3.745e-02   -1.49
V24         -1.693e-03  4.675e-02   -0.04
V25         -3.927e-03  3.658e-02   -0.11
V26         -2.022e-01  4.131e-02   -4.90
V27         -8.758e-02  7.698e-02   -1.14
V28          1.035e-01  1.935e-02    5.35
V29          1.723e-02  2.819e-02    0.61
V30         -1.781e-02  1.587e-02   -1.12
V31          2.365e-02  1.977e-02    1.20
V32          2.921e-02  2.432e-02    1.20
V2:V3       -4.980e-06  1.862e-06   -2.67
V4:V5       -3.981e-02  2.893e-02   -1.38
V5:V6        2.813e-02  1.490e-02    1.89
> sessionInfo()
R version 2.11.0 Under development (unstable) (2009-10-06 r49951) 
x86_64-unknown-linux-gnu 

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=C              LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] minqa_1.0          lme4a_0.999375-42  Matrix_0.999375-31 lattice_0.17-25   

loaded via a namespace (and not attached):
[1] grid_2.11.0
> 
> proc.time()
   user  system elapsed 
 53.947   0.416  56.324 

    New RHO = 1.0000D-01     Number of function values =     9
    Least value of F =  9.624386213834802D+04         The corresponding X is:
     1.131302D+00   0.000000D+00   0.000000D+00   0.000000D+00   0.000000D+00

    New RHO = 1.0000D-02     Number of function values =    21
    Least value of F =  9.604800640818221D+04         The corresponding X is:
     3.863002D-01   1.080197D-01   0.000000D+00   8.785680D-02   4.566788D-02

    New RHO = 1.0000D-03     Number of function values =    38
    Least value of F =  9.601658930561419D+04         The corresponding X is:
     3.201117D-01   6.523331D-02   4.684635D-02   1.315661D-01   7.357206D-02

    New RHO = 1.0000D-04     Number of function values =    61
    Least value of F =  9.600965193028880D+04         The corresponding X is:
     3.298372D-01   4.106806D-02   3.237175D-02   1.310226D-01   8.226777D-02

    New RHO = 1.0000D-05     Number of function values =   133
    Least value of F =  9.600912133381938D+04         The corresponding X is:
     2.904136D-01   3.981970D-02   3.272126D-02   1.334382D-01   8.380486D-02

    New RHO = 1.0000D-06     Number of function values =   171
    Least value of F =  9.600912118859364D+04         The corresponding X is:
     2.901974D-01   3.975666D-02   3.276056D-02   1.336079D-01   8.385492D-02

    At the return from BOBYQA     Number of function values =   201
    Least value of F =  9.600912118737071D+04         The corresponding X is:
     2.901622D-01   3.975474D-02   3.276600D-02   1.336172D-01   8.386269D-02


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