[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'




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