[R-sig-ME] False convergence when running lmer with Zelig example for gamma.mixed
Hugo Mildenberger
Hugo.Mildenberger at web.de
Tue Nov 8 01:04:32 CET 2011
Dear list members,
while testing Zelig example code related to mixed linear models, I got a very strange result from "gamma.mixed". I therefore did run lmer directly to see if the convergence problem was perhaps due to a parameter problem only, but it is not. Since the example should have been viable in the past, I'm wondering what is going wrong today? The only difference is the method specification, which was PQL, but PQL is not supported anymore. Using nAGQ > 1 makes no difference.
# for coalition2 dataset only
require(Zelig)
data(coalition2)
require(lme4)
l.m <- lmer(duration ~ invest +
fract +
polar +
numst2 +
crisis + (1 | country),
data = coalition2,
family = Gamma(link = log))
summary(l.m)
packageVersion('lme4')
Here is the output:
R version 2.13.1 (2011-07-08)
[...]
Warning message:
In mer_finalize(ans) : false convergence (8)
> summary(l.m)
Generalized linear mixed model fit by the Laplace approximation
Formula: duration ~ invest + fract + polar + numst2 + crisis + (1 | country)
Data: coalition2
AIC BIC logLik deviance
-3918661 -3918632 1959339 -3918677
Random effects:
Groups Name Variance Std.Dev.
country (Intercept) 5.1269e+154 2.2643e+77
Residual 4.1745e+155 6.4610e+77
Number of obs: 304, groups: country, 14
Fixed effects:
Estimate Std. Error t value
(Intercept) 4.108e+00 8.941e+77 0
invest -3.882e-01 2.252e+77 0
fract 4.980e-01 1.380e+75 0
polar -1.850e-02 1.017e+76 0
numst2 3.696e-01 1.431e+77 0
crisis 2.569e-02 4.590e+75 0
Correlation of Fixed Effects:
(Intr) invest fract polar numst2
invest -0.020
fract -0.984 -0.043
polar 0.227 -0.284 -0.262
numst2 -0.439 -0.120 0.360 -0.039
crisis -0.019 -0.283 0.000 -0.217 0.108
> packageVersion('lme4')
[1] '0.999375.42'
More information about the R-sig-mixed-models
mailing list