[R-sig-ME] hierarchical gamma model in lme4
Ben Bolker
bbolker at gmail.com
Wed May 18 01:50:44 CEST 2011
[forwarding to r-sig-mixed-models list ...]
As of today, Gamma models are (still) not feasible in lme4 -- they are
somewhat more numerically challenging than the other families, so Doug
Bates is having to do some re-engineering.
There is a *possibility* that I can get Gamma fitting to work in the
'alpha'/bleeding-edge development version of glmmADMB, but it will
definitely be bleeding-edge ... if you are interested in trying that,
please contact me off-list.
In the meantime, my standing advice is to try a LMM on the
log-transformed data (zero values in the response are problematic, but
they would be problematic in a Gamma GLMM in any case if the shape
parameter is ever < 1 ...)
Ben Bolker
On 11-05-17 07:32 PM, Benjamin Caldwell wrote:
> Addendum: I tried a gamma fit in glmmPQL and got the same errors.
> *Ben Caldwell*
>
> PhD Candidate
> University of California, Berkeley
>
>
>
>
> On Tue, May 17, 2011 at 3:51 PM, Benjamin Caldwell
> <btcaldwell at berkeley.edu <mailto:btcaldwell at berkeley.edu>> wrote:
>
> Hello
> After seeing this
> (https://stat.ethz.ch/pipermail/r-sig-mixed-models/2011q1/005213.html) email
> I thought I would check the issue with a gamma family in lme4 hadn't
> been fixed; can I fit a hierarchical gamma model in lme4 at this
> time? There doesn't seem to be another package capable of it at this
> time.
>
> My thought process:
> 1. took a look at the response variable and some subsets to see what
> it looked like, ("bppfcl" and "transformed response var"), attached
> 2. took a look at a gamma and gaussian fit to the response variable.
> 3. ran hierarchical gaussian model in nlme to look at residuals
> (more familiar with graphs from that package) ("qqnorm" and "residuals")
>
> Given the residual output for the gaussian model it looks like I
> could remove the values at the end of the distribution and get a
> decent fit. I'd still like to try a gamma model though, if that's
> possible. Is it possible in lme4 or another package I don't know about?
>
> ---This is the code I'm running---
>
> rws30.BL$site <- factor(rws30.BL$site)
> rws30.BL$transect <- interaction(rws30.BL$site, rws30.BL$transect,
> drop = TRUE)
> rws30.BL$plot <- interaction(rws30.BL$site, rws30.BL$transect,
> rws30.BL$plot, drop = TRUE)
> hist(rws30.BL$post.f.crwn.length)
> rws30.BL$gpost.f.crwn.length
>
> library("nlme")
> burnedmodel1.3<-lme(post.f.crwn.length~lg.shigo.av+dbh+leaf.area+bark.thick.bh
> <http://bark.thick.bh>+ht.any+ht.alive,
> random=(~1|site/transect/plot),na.action=na.omit, data=rws30.BL)
> Error: no valid set of coefficients has been found: please supply
> starting values
> In addition: Warning message:
> In log(ifelse(y == 0, 1, y/mu)) : NaNs produced
>
> --- I thought the problem might be a convergence error, and so tried
> a reduced model ----
> glmer(gpost.f.crwn.length~dbh+leaf.area+(1|site/transect/plot),
> family=Gamma, na.action=na.omit, data=rws30.BL)
> Error in mer_finalize(ans) :
> mu[i] must be positive: mu = -0.00780625, i = 3
>
> Any clarity I could get would be much appreciated.
>
> Best
>
> *Ben Caldwell*
>
> PhD Candidate
> University of California, Berkeley
>
>
>
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