[R-sig-ME] warnings in lmer estimation after mice

Raquel Guimaraes raquelrguima at gmail.com
Fri Jun 29 23:20:44 CEST 2012


Hi all,

I need help to understand convergence problems with my estimation.

I am using lmer to estimate a mixed-effects model of an index of teacher
quality on student achievement gains.

The dataset for female students is available in the link above and contains
original and imputed data (m=5 and m=50)

<https://www.dropbox.com/sh/fqpjtkkuz9y9mzr/MhrMXwlrFp>

I want to understand the error messages above and their implications for my
parameter estimates.

1: In mer_finalize(ans) : false convergence (8)
2: In mer_finalize(ans) : singular convergence (7)
3: In mer_finalize(ans) : singular convergence (7)
4: In mer_finalize(ans) : false convergence (8)
5: In mer_finalize(ans) : false convergence (8)

Below you may find the script for my procedures.

Any help will be appreciated!

Thanks,

Raquel

-----------------------------------------------------------------

#Multiple imputation

library("mice")
md.pattern(data.f)
md.pairs(data.f)
# 5 imputations - Predictive mean matching
imp.5.f<-mice(data.f,m=5,seed=23109)
print(imp.5.f)
# 50 imputations - Predictive mean matching
imp.50.f<-mice(data.f,m=50,seed=23109)
print(imp.50.f)

#Running lmer
library(lme4)
    
  #Imputed data
    #Females
      Uncpde.math.f.mi <- with(imp.50.f, lmer(gain ~ index +
        ( index | std_id), verbose=TRUE))
      print(pool(Uncpde.math.f.mi))
      round(summary(pool(Uncpde.math.f.mi)), 2)
	  
>       Uncpde.math.f.mi <- with(imp.50.f, lmer(gain ~ index +
+         ( index | std_id), verbose=TRUE))
  0:     91323.888: 0.666667 0.0912755 0.000000
  1:     90950.102: 0.579295 0.000000 -0.298895
  2:     88854.168: 0.305206 0.000000 -0.0962998
  3:     88814.543: 0.288910 8.27185e-010 -0.126235
  4:     88797.001: 0.261789 0.00137943 -0.146833
  5:     88783.121: 0.229797 0.000000 -0.136191
  6:     88765.032: 0.163649 0.000000 -0.170033
  7:     88764.059: 0.101518 0.00683235 -0.129860
  8:     88757.161: 0.0894730 0.000000 -0.151620
  9:     88756.669: 0.0802386 0.000000 -0.161394
 10:     88756.413: 0.0692536 0.000000 -0.169148
 11:     88756.296: 0.0566213 0.000000 -0.173754
 12:     88756.276: 0.0473775 0.000000 -0.172026
 13:     88756.268: 0.0454115 0.000000 -0.177962
 14:     88756.268: 0.0445268 0.000000 -0.177518
 15:     88756.268: 0.0445255 6.95905e-007 -0.177518
 16:     88756.268: 0.0443349 1.91179e-007 -0.177519
 17:     88756.268: 0.0443349 1.91179e-007 -0.177519
  0:     90892.401: 0.666667 0.0901811 0.000000
  1:     90565.986: 0.582914 0.000000 -0.301351
  2:     88348.591: 0.262114 0.000000 -0.107499
  3:     88300.308: 0.000000 0.000000 -0.259898
  4:     88300.308: 0.000000 0.000000 -0.259898
  0:     92116.635: 0.666667 0.0860717 0.000000
  1:     91920.069: 0.589035 0.000000 -0.302245
  2:     89502.995: 0.208420 0.000000 -0.118175
  3:     89484.310: 0.000000 0.000000 -0.217057
  4:     89484.310: 0.000000 0.000000 -0.217057
  0:     90508.355: 0.666667 0.0907223 0.000000
  1:     90069.269: 0.575010 0.000000 -0.303351
  2:     87914.618: 0.289817 0.000000 -0.0984479
  3:     87811.950: 0.000000 0.000000 -0.262459
  4:     87811.950: 0.000000 0.000000 -0.262459
  0:     90728.496: 0.666667 0.0893763 0.000000
  1:     90385.062: 0.582005 0.000000 -0.301492
  2:     88044.313: 0.230444 0.000000 -0.108661
  3:     88004.837: 0.000000 0.000000 -0.234827
  4:     88004.837: 0.000000 0.000000 -0.234827
  0:     90569.541: 0.666667 0.0904525 0.000000
  1:     90248.550: 0.585924 0.000000 -0.296967
  2:     87912.085: 0.229608 0.000000 -0.106161
  3:     87890.585: 0.000000 0.000000 -0.222132
  4:     87890.585: 0.000000 0.000000 -0.222132
  0:     90567.799: 0.666667 0.0887506 0.000000
  1:     90302.451: 0.587353 0.000000 -0.300203
  2:     88030.944: 0.255280 0.000000 -0.110269
  3:     87995.243: 0.000000 0.000000 -0.246234
  4:     87995.243: 0.000000 0.000000 -0.246234
  0:     90630.186: 0.666667 0.0905161 0.000000
  1:     90245.654: 0.581825 0.000000 -0.299051
  2:     88024.455: 0.278519 0.000000 -0.100122
  3:     87959.404: 0.000000 0.000000 -0.269139
  4:     87959.404: 0.000000 0.000000 -0.269139
  0:     91431.304: 0.666667 0.0910478 0.000000
  1:     91060.176: 0.577973 0.000000 -0.299692
  2:     88879.745: 0.273428 0.000000 -0.0991786
  3:     88804.068: 0.000000 0.000000 -0.272971
  4:     88804.068: 0.000000 0.000000 -0.272971
  0:     90853.326: 0.666667 0.0899358 0.000000
  1:     90519.641: 0.585512 0.000000 -0.298258
  2:     88288.745: 0.275120 0.000000 -0.102956
  3:     88246.430: 0.000000 0.000000 -0.258963
  4:     88246.430: 0.000000 0.000000 -0.258963
  0:     90697.216: 0.666667 0.0856334 0.000000
  1:     90578.775: 0.593759 0.000000 -0.298316
  2:     88081.238: 0.184499 0.000000 -0.119253
  3:     88078.012: 0.000000 0.000000 -0.196102
  4:     88078.012: 0.000000 0.000000 -0.196102
  0:     90639.439: 0.666667 0.0902601 0.000000
  1:     90295.074: 0.583471 0.000000 -0.299601
  2:     88125.514: 0.286629 0.000000 -0.102261
  3:     88067.467: 0.000000 0.000000 -0.268202
  4:     88067.467: 0.000000 0.000000 -0.268202
  0:     90573.744: 0.666667 0.0917234 0.000000
  1:     90156.547: 0.577930 0.000000 -0.300638
  2:     88068.528: 0.306034 0.000000 -0.0965273
  3:     87975.584: 0.000000 0.000000 -0.238077
  4:     87975.584: 0.000000 0.000000 -0.238077
  0:     89721.612: 0.666667 0.0913660 0.000000
  1:     89274.384: 0.577867 0.000000 -0.302115
  2:     87025.514: 0.258058 0.000000 -0.102274
  3:     86960.255: 0.000000 0.000000 -0.264012
  4:     86960.255: 0.000000 0.000000 -0.264012
  0:     89773.327: 0.666667 0.0914180 0.000000
  1:     89431.386: 0.579968 0.000000 -0.297710
  2:     87172.239: 0.245863 0.000000 -0.102001
  3:     87121.156: 0.000000 0.000000 -0.244505
  4:     87121.156: 0.000000 2.95447e-009 -0.244505
  5:     87121.156: 0.000000 1.89955e-009 -0.244505
  0:     91307.998: 0.666667 0.0881736 0.000000
  1:     90963.328: 0.582168 0.000000 -0.305197
  2:     88585.039: 0.218209 0.000000 -0.114601
  3:     88552.517: 0.000000 0.000000 -0.232242
  4:     88552.517: 0.000000 0.000000 -0.232242
  0:     90098.405: 0.666667 0.0912658 0.000000
  1:     89625.050: 0.577676 0.000000 -0.303420
  2:     87381.866: 0.264236 0.000000 -0.102601
  3:     87313.537: 0.000000 0.000000 -0.270530
  4:     87313.537: 0.000000 0.000000 -0.270530
  0:     90946.093: 0.666667 0.0900592 0.000000
  1:     90583.090: 0.581315 0.000000 -0.300756
  2:     88388.898: 0.278531 0.000000 -0.102687
  3:     88324.595: 0.000000 0.000000 -0.273038
  4:     88324.595: 0.000000 0.000000 -0.273038
  0:     91333.939: 0.666667 0.0913058 0.000000
  1:     90904.541: 0.577003 0.000000 -0.299602
  2:     88679.234: 0.272647 0.000000 -0.0969097
  3:     88596.130: 0.000000 0.000000 -0.272223
  4:     88596.130: 0.000000 0.000000 -0.272223
  0:     90152.037: 0.666667 0.0900727 0.000000
  1:     89702.620: 0.575074 0.000000 -0.306728
  2:     87596.979: 0.302713 0.000000 -0.101807
  3:     87484.248: 0.000000 0.000000 -0.248542
  4:     87484.248: 0.000000 0.000000 -0.248542
  0:     91117.801: 0.666667 0.0908513 0.000000
  1:     90757.634: 0.580554 0.000000 -0.299360
  2:     88603.505: 0.283831 0.000000 -0.0999435
  3:     88574.096: 0.267794 0.000000 -0.130461
  4:     88562.206: 0.238612 0.000000 -0.148816
  5:     88553.044: 0.208478 0.000595092 -0.132080
  6:     88546.351: 0.181458 0.000000 -0.153290
  7:     88542.081: 0.150185 0.000000 -0.138783
  8:     88539.627: 0.123847 1.01894e-009 -0.161027
  9:     88538.734: 0.0942445 0.000744265 -0.143374
 10:     88538.275: 0.0808928 0.000000 -0.152300
 11:     88538.188: 0.0721130 0.000000 -0.159438
 12:     88538.184: 0.0695887 0.000000 -0.160606
 13:     88538.183: 0.0680936 0.000000 -0.160978
 14:     88538.183: 0.0677477 0.000000 -0.160916
 15:     88538.183: 0.0676509 0.000000 -0.160808
 16:     88538.183: 0.0676691 0.000000 -0.160770
  0:     90816.807: 0.666667 0.0906318 0.000000
  1:     90424.195: 0.578291 0.000000 -0.302393
  2:     88300.640: 0.297094 0.000000 -0.100293
  3:     88204.488: 0.000000 0.000000 -0.253910
  4:     88204.488: 0.000000 0.000000 -0.253910
  0:     91513.066: 0.666667 0.0905136 0.000000
  1:     91059.392: 0.572808 0.000000 -0.304419
  2:     88963.498: 0.308436 0.000000 -0.0961059
  3:     88828.230: 0.00365434 0.000000 -0.238915
  4:     88828.230: 0.00353298 2.48295e-007 -0.238904
  5:     88828.228: 0.000809467 8.53595e-006 -0.238663
  6:     88828.227: 0.000000 0.000000 -0.238628
  7:     88828.227: 0.000000 0.000000 -0.238628
  0:     91150.802: 0.666667 0.0891040 0.000000
  1:     90889.912: 0.587635 0.000000 -0.295390
  2:     88556.237: 0.240279 0.000000 -0.104882
  3:     88549.670: 0.235780 0.000000 -0.114362
  4:     88542.519: 0.221856 0.000000 -0.136892
  5:     88538.276: 0.196911 0.000536413 -0.128009
  6:     88535.760: 0.176898 0.000000 -0.145077
  7:     88534.303: 0.157582 0.000000 -0.126956
  8:     88533.996: 0.156218 2.29140e-010 -0.129226
  9:     88533.534: 0.153150 3.03087e-005 -0.133544
 10:     88532.859: 0.140751 0.000000 -0.142165
 11:     88532.514: 0.126963 0.000000 -0.135997
 12:     88532.299: 0.114249 0.000000 -0.140115
 13:     88532.276: 0.109185 0.000000 -0.141707
 14:     88532.275: 0.107867 0.000000 -0.142196
 15:     88532.275: 0.107761 0.000000 -0.142270
 16:     88532.275: 0.107763 2.96078e-010 -0.142274
 17:     88532.275: 0.107767 0.000000 -0.142285
 18:     88532.275: 0.107776 0.000000 -0.142284
  0:     90591.670: 0.666667 0.0902163 0.000000
  1:     90253.650: 0.582677 0.000000 -0.296733
  2:     87913.750: 0.234039 0.000000 -0.102682
  3:     87877.999: 0.000000 0.000000 -0.227078
  4:     87877.999: 0.000000 0.000000 -0.227078
  0:     90673.897: 0.666667 0.0896992 0.000000
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  3:     87976.655: 0.000000 0.000000 -0.229344
  4:     87976.655: 0.000000 0.000000 -0.229344
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  5:     89170.640: 0.208346 0.00119384 -0.132766
  6:     89165.050: 0.184852 0.000000 -0.157320
  7:     89161.506: 0.155593 0.000000 -0.139179
  8:     89159.386: 0.133551 4.59756e-009 -0.165624
  9:     89159.213: 0.130015 0.00119127 -0.162734
 10:     89158.808: 0.126412 0.000000 -0.160222
 11:     89158.328: 0.109125 0.000000 -0.154874
 12:     89158.186: 0.0975572 0.000000 -0.168789
 13:     89158.113: 0.0883497 0.000000 -0.164147
 14:     89158.112: 0.0893647 3.36482e-007 -0.164147
 15:     89158.112: 0.0894556 0.000000 -0.164102
 16:     89158.111: 0.0901974 2.92690e-006 -0.163772
 17:     89158.111: 0.0904597 0.000000 -0.163769
 18:     89158.111: 0.0904597 0.000000 -0.163769
  0:     92026.232: 0.666667 0.0894992 0.000000
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  2:     89530.291: 0.274498 0.000000 -0.101211
  3:     89465.691: 0.000000 0.000000 -0.265849
  4:     89465.691: 0.000000 0.000000 -0.265849
  0:     89155.666: 0.666667 0.0892915 0.000000
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  4:     86472.497: 0.000000 0.000000 -0.248275
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  4:     88314.598: 0.000000 3.86364e-009 -0.255183
  5:     88314.598: 0.000000 3.86364e-009 -0.255183
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  3:     88390.555: 0.000000 0.000000 -0.233786
  4:     88390.555: 0.000000 4.74440e-009 -0.233786
  5:     88390.555: 0.000000 4.74440e-009 -0.233786
  0:     91771.237: 0.666667 0.0903370 0.000000
  1:     91413.484: 0.577979 0.000000 -0.300203
  2:     89218.035: 0.273200 0.000000 -0.100290
  3:     89189.934: 0.254171 1.16058e-009 -0.128658
  4:     89174.483: 0.222469 0.00144656 -0.141297
  5:     89151.646: 0.136126 0.000000 -0.129612
  6:     89144.537: 0.0652530 0.000000 -0.181235
  7:     89143.147: 0.000000 0.000000 -0.132500
  8:     89143.147: 0.000000 0.000000 -0.132500
  0:     92075.541: 0.666667 0.0889713 0.000000
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  4:     89431.022: 0.000000 0.000000 -0.259856
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  4:     87649.217: 0.000000 0.000000 -0.257359
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  3:     87649.405: 0.231383 0.00404239 -0.138625
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  5:     87636.308: 0.171573 0.000000 -0.160910
  6:     87633.747: 0.143169 0.000414332 -0.135621
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  8:     87631.413: 0.100984 0.000000 -0.155398
  9:     87631.389: 0.0970080 0.000000 -0.156461
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  4:     88397.731: 0.0116793 2.13555e-006 -0.238082
  5:     88397.731: 0.0116802 1.58534e-006 -0.238082
  6:     88397.707: 0.0199269 2.58593e-006 -0.240413
  7:     88397.698: 0.0233275 1.25248e-006 -0.240845
  8:     88397.681: 0.0360058 0.000000 -0.238725
  9:     88397.642: 0.0377094 0.000000 -0.233764
 10:     88397.488: 0.0443160 0.000000 -0.213853
 11:     88397.429: 0.0505245 0.000000 -0.206634
 12:     88397.386: 0.0624587 0.000000 -0.191795
 13:     88397.384: 0.0605955 1.43867e-007 -0.197179
 14:     88397.382: 0.0592088 1.94955e-008 -0.196263
 15:     88397.382: 0.0603454 2.87004e-008 -0.195051
 16:     88397.382: 0.0603722 3.24738e-008 -0.195107
  0:     90982.636: 0.666667 0.0900408 0.000000
  1:     90686.775: 0.589304 0.000000 -0.297633
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  4:     88408.132: 0.000000 0.000000 -0.236649
  0:     90869.412: 0.666667 0.0910546 0.000000
  1:     90447.155: 0.576076 0.000000 -0.301419
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  3:     88189.600: 0.000000 0.000000 -0.261628
  4:     88189.600: 0.000000 0.000000 -0.261628
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  1:     91205.211: 0.583675 0.000000 -0.300239
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  3:     88792.163: 0.000000 0.000000 -0.221989
  4:     88792.163: 0.000000 0.000000 -0.221989
  0:     90699.353: 0.666667 0.0934181 0.000000
  1:     90253.805: 0.585847 0.000000 -0.298291
  2:     88159.371: 0.298780 0.000000 -0.100183
  3:     88136.845: 0.000000 0.000000 -0.249850
  4:     88136.845: 0.000000 0.000000 -0.249850
  0:     91038.775: 0.666667 0.0912136 0.000000
  1:     90656.405: 0.581786 0.000000 -0.298768
  2:     88476.176: 0.280341 0.000000 -0.100177
  3:     88413.623: 0.000000 0.000000 -0.270528
  4:     88413.623: 0.000000 4.32879e-009 -0.270528
  5:     88413.623: 0.000000 4.32879e-009 -0.270528
  0:     90534.064: 0.666667 0.0912434 0.000000
  1:     90158.703: 0.581799 0.000000 -0.299923
  2:     88007.169: 0.285653 0.000000 -0.101348
  3:     87975.548: 0.270763 9.94850e-010 -0.132543
  4:     87963.471: 0.241261 0.00166749 -0.150478
  5:     87955.484: 0.212149 0.000000 -0.133227
  6:     87948.984: 0.188039 0.000000 -0.157996
  7:     87945.106: 0.157972 2.87461e-009 -0.140942
  8:     87942.894: 0.135918 0.000655211 -0.167551
  9:     87942.121: 0.110783 0.000000 -0.144511
 10:     87941.407: 0.0820679 0.000000 -0.163754
 11:     87941.374: 0.0874460 0.000000 -0.164379
 12:     87941.366: 0.0924083 0.000000 -0.165031
 13:     87941.366: 0.0921629 2.75824e-006 -0.164807
 14:     87941.365: 0.0918365 0.000000 -0.164754
 15:     87941.365: 0.0918121 1.05293e-009 -0.164776
 16:     87941.365: 0.0916407 1.25385e-007 -0.164902
 17:     87941.365: 0.0916280 0.000000 -0.164885
 18:     87941.365: 0.0915976 1.78900e-007 -0.164855
 19:     87941.365: 0.0915710 0.000000 -0.164868
 20:     87941.365: 0.0915709 6.77374e-008 -0.164868
 21:     87941.365: 0.0915707 0.000000 -0.164868
 22:     87941.365: 0.0915706 0.000000 -0.164869
 23:     87941.365: 0.0915706 0.000000 -0.164869
  0:     90538.952: 0.666667 0.0906664 0.000000
  1:     90188.780: 0.580152 0.000000 -0.298077
  2:     87995.424: 0.280946 0.000000 -0.0982630
  3:     87965.709: 0.263221 1.10254e-009 -0.127679
  4:     87950.953: 0.232057 0.00156023 -0.142027
  5:     87932.225: 0.160075 0.000000 -0.123961
  6:     87924.828: 0.107481 0.000000 -0.177222
  7:     87923.913: 0.101794 1.32194e-009 -0.172355
  8:     87922.762: 0.0898806 0.000000 -0.163290
  9:     87922.603: 0.0870883 2.97543e-007 -0.162210
 10:     87921.808: 0.0643480 0.000000 -0.154688
 11:     87921.756: 0.0619822 1.91616e-007 -0.155062
 12:     87921.461: 0.0430376 0.000000 -0.157938
 13:     87921.329: 0.0246316 0.000000 -0.160343
 14:     87921.290: 0.0115580 0.000000 -0.161904
 15:     87921.281: 0.00286298 0.000000 -0.162911
 16:     87921.281: 0.00189741 3.55755e-005 -0.162906
 17:     87921.280: 0.000934638 0.000000 -0.162938
 18:     87921.280: 0.000000 0.000000 -0.162968
 19:     87921.280: 0.000000 0.000000 -0.162968
  0:     89913.444: 0.666667 0.0906915 0.000000
  1:     89490.109: 0.578190 0.000000 -0.300666
  2:     87265.611: 0.273646 0.000000 -0.0992267
  3:     87184.839: 0.000000 0.000000 -0.273871
  4:     87184.839: 0.000000 0.000000 -0.273871
  0:     91445.647: 0.666667 0.0887779 0.000000
  1:     91205.368: 0.586436 0.000000 -0.295702
  2:     88923.840: 0.258811 0.000000 -0.103445
  3:     88907.893: 0.242519 0.000000 -0.128815
  4:     88901.918: 0.218662 0.000000 -0.147252
  5:     88895.042: 0.195226 0.000965137 -0.128307
  6:     88890.006: 0.169408 0.000000 -0.143102
  7:     88886.667: 0.140591 0.000000 -0.134234
  8:     88884.703: 0.113739 4.18354e-009 -0.147949
  9:     88883.819: 0.0890199 0.000000 -0.150225
 10:     88883.509: 0.0702513 0.000000 -0.151673
 11:     88883.409: 0.0564583 0.000000 -0.152518
 12:     88883.380: 0.0469538 0.000000 -0.152913
 13:     88883.374: 0.0411088 0.000000 -0.152998
 14:     88883.372: 0.0382539 0.000000 -0.152898
 15:     88883.372: 0.0371689 0.000000 -0.152722
 16:     88883.372: 0.0365899 0.000000 -0.152428
 17:     88883.372: 0.0362285 0.000000 -0.151744
 18:     88883.371: 0.0366140 0.000000 -0.150915
 19:     88883.371: 0.0373644 0.000000 -0.150538
 20:     88883.371: 0.0373648 4.72818e-007 -0.150539
 21:     88883.371: 0.0375860 0.000000 -0.150728
 22:     88883.371: 0.0378454 0.000000 -0.150594
Warning messages:
1: In mer_finalize(ans) : false convergence (8)
2: In mer_finalize(ans) : singular convergence (7)
3: In mer_finalize(ans) : singular convergence (7)
4: In mer_finalize(ans) : false convergence (8)
5: In mer_finalize(ans) : false convergence (8)
>       print(pool(Uncpde.math.f.mi))
Call: pool(object = Uncpde.math.f.mi)

Pooled coefficients:
  (Intercept) index 
   1.90889735    0.02891385 

Fraction of information about the coefficients missing due to nonresponse: 
  (Intercept) index 
    0.9464698     0.9361655 
>       round(summary(pool(Uncpde.math.f.mi)), 2)
               est   se    t    df Pr(>|t|) lo 95 hi 95  nmis  fmi lambda
(Intercept)   1.91 0.27 6.98 49.87      0.0  1.36  2.46    NA 0.95   0.94
index 0.03 0.03 0.85 51.68      0.4 -0.04  0.10 11776 0.94   0.93



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