[R-sig-ME] lme4 and sample size

[Bouwmeester, W.]

Dear professor Bates,

Is it possible to put the iteration information in an R object (this is printed when verbose=TRUE in the lmer function)? 

I like to monitor this output during simulations.

Kind regards, 
Walter



________________________________________
Van: dmbates at gmail.com [dmbates at gmail.com] namens Douglas Bates [bates at stat.wisc.edu]
Verzonden: vrijdag 13 januari 2012 17:05
To: Bouwmeester, W.
Cc: R-mixed models mailing list
Onderwerp: Re: lme4 and sample size

On Fri, Jan 13, 2012 at 9:58 AM, Bouwmeester, W.
<W.Bouwmeester at umcutrecht.nl> wrote:
> Dear professor Bates,
>
> I'am using the lmer function indeed. Can I use 'cvg' from the output attr(model, "dims") to evaluate convergence? (here, the object "model" is fitted with the lmer function)

Yes, but do bear in mind that the cvg indicator is from the optimizer,
which is nlminb in the case of the released lme4.  We have encountered
difficulties with nlminb failing to converge or giving the false
convergence message or getting stuck at boundary values.  We later
switched to the bobyqa optimizer from the minqa package and then to a
local implementation of the Nelder-Mead simplex optimizer.

Failure to converge is a property of the optimizer being used, not the
overall design of lme4.  It happens that good optimizers that are
available to Open Source projects are difficult to come by.

> Van: dmbates at gmail.com [dmbates at gmail.com] namens Douglas Bates [bates at stat.wisc.edu]
> Verzonden: vrijdag 13 januari 2012 16:51
> To: Bouwmeester, W.
> Onderwerp: Re: lme4 and sample size
>
> I have taken the liberty of copying the reply to the
> R-SIG-Mixed-Models at R-Project.org mailing list so that it will be
> available in a searchable archive.
>
> On Fri, Jan 13, 2012 at 9:37 AM, Bouwmeester, W.
> <W.Bouwmeester at umcutrecht.nl> wrote:
>> Dear professor Bates,
>>
>> I will incvestigate the required sample size to develop a prediction model in hierarchical data, using a simulation study. One of the model evaluation criteria will be whether the model converged. R will give warning messages if no or singular convergence appeared.
>> Is it possible to evaluate model convergence from the cvg column in attr(mix.model,"dims")? Has this "cvg" anything to do with convergence?
>>
>> I saw this "cvg" output from attr(mix.model, "dims") in your publication on October 4, 2011, Linear mixed model implementation in lme4, page 6 and 20.
>
> I would strongly recommend using lmer instead of lme to fit
> heirarchical linear models in a simulation study.  The lmer function
> in the lme4 package is much faster and more reliable than the lme
> function from the nlme package.
>
> The current version of lme4 on CRAN can sometimes encounter a warning
> about "false convergence".  The version named lme4Eigen on the R-forge
> site is, in our preliminary tests, more reliable and usually faster
> than the released version.  You do need to be able to build an R
> package from source to be able to use the lme4Eigen at present.
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