[R-sig-ME] problems fitting GLMM poisson with cross random effects in lme4 and glmmADMB

[Douglas Bates]

On Wed, Oct 31, 2012 at 12:40 PM, Pablo Inchausti
<pablo.inchausti.f at gmail.com> wrote:
> Douglas,
> Many thanks for the speedy response.
> When I tried:
> m5=with(DF3,lmer(n.spp~log(hs.arrastre+1)+zona+prof+SSTA+zona*log(hs.arrastre+1)+zona*SSTA+zona*prof+
> (1|año)+(1|grado),weight=n.lances,family="poisson", verbose=T))
>   0:     1150.8846: 0.396545 0.388196  2.44097 0.0156075 -0.221623
> -0.0492026 -0.000271677 0.0909335 -0.0106744 -0.00526810 -0.161031
> -0.0626493 -0.000706752 -0.000404302
>   1:     1150.8846: 0.396545 0.388196  2.44097 0.0156075 -0.221623
> -0.0492026 -0.000271677 0.0909335 -0.0106744 -0.00526810 -0.161031
> -0.0626493 -0.000706752 -0.000404302
> Error in mer_finalize(ans) : Downdated X'X is not positive definite, 1.
> In addition: Warning messages:
> 1: In mer_finalize(ans) :
>   Cholmod warning 'not positive definite' at
> file:../Cholesky/t_cholmod_rowfac.c, line 432
> 2: In mer_finalize(ans) :
>   Cholmod warning 'not positive definite' at
> file:../Cholesky/t_cholmod_rowfac.c, line 432

The value before the ':' is the objective function, in this case the
deviance.  The parameters are listed after the deviance.  If I recall
correctly they are in the order of the standard deviations of the
random effects (both around 0.39) and then the fixed-effects
parameters.

> I cannot tell to the correspondence of the parameter values in the first two
> iteractions with the parameters in the model. Guessing that the 1150.8846 (a
> huge value?) corresponds to the intercept, I suppose that I could provide
> other initial values? I added: start=rep(0.5,15) since there are 15 columns
> in the failed output above, but I could not change the initial values.
> Any suggestions?
>
> Thanks in advance
> Cheers
> Pablo
>
>
> On 31 October 2012 15:29, Douglas Bates <bates at stat.wisc.edu> wrote:
>>
>> On Wed, Oct 31, 2012 at 12:00 PM, Pablo Inchausti
>> <pablo.inchausti.f at gmail.com> wrote:
>> > Dear all,
>> > I am experiencing problems when trying to fit the following GLMM with
>> > library lme4:
>> >
>> > m5=with(DF3,lmer(n.spp~log(hs.arrastre+1)+zona+prof+SSTA+zona*log(hs.arrastre+1)+zona*SSTA+zona*prof+
>> > (1|año) +(1|grado),weight=n.lances,family="poisson"))
>> >
>> > The response variable are counts (number of species), and there are four
>> > explanatory variables with fixed effects: three continuous variables
>> > (SSTA,
>> > arrastre, prof) and one is a three-level factor (zona). There are two
>> > crossed (uncorrelated random effects): (1|año) with año having 24
>> > levels;
>> > the other random effect (1|grado) has by coincidence also 24 levels. The
>> > DF
>> > has 419 rows and no missing values.
>> > The numbers of cases for each of the random effects are unbalanced but
>> > not
>> > zero:
>> >> with(DF2, table(año))
>> > 1984 1985 1987 1988 1989 1991 1992 1993 1994 1995 1996 1997 1998 1999
>> > 2000
>> > 2001 2002 2003 2005 2006 2007 2008 2009 2010
>> >    3       4       3       29    12     23      8        8      40   31
>> >   9      12   12         6     14   32       7      8       28      31
>> > 35     26    26     12
>> >> with(DF2, table(grado))
>> > 333 342 343 344 345 352 353 354 355 356 363 364 365 366 374 375 376 385
>> > 386
>> > 387 395 396 397 398
>> >   7    35    22  18    9    22   31    25  18  17    28   32  10     6
>> > 22  26   11   13   18  13      9     9   12   6
>> >> with(DF2, table(grado, año)) is very sparse, which is why I am trying
>> >> to
>> > fit uncorrelated random effects.
>> >
>> > I have used the very same dataset, with the same model structure) for
>> > other
>> > analyses with response variables having Gaussian distribution and have
>> > had
>> > no problems at all.
>> >
>> > I invariably obtain the error message:
>> > Error in mer_finalize(ans) : Downdated X'X is not positive definite, 1.
>> > In addition: Warning messages:
>> > 1: In mer_finalize(ans) :
>> >   Cholmod warning 'not positive definite' at
>> > file:../Cholesky/t_cholmod_rowfac.c, line 432
>> > 2: In mer_finalize(ans) :
>> >   Cholmod warning 'not positive definite' at
>> > file:../Cholesky/t_cholmod_rowfac.c, line 432
>>
>> > I have absolutely no idea how to interpret this message or resolve the
>> > error.
>>
>> The error messages are coming from the sparse matrix library CHOLMOD.
>> One of the disadvantages of adopting such code in the Matrix package
>> for R is that it wants to provide its own error messages and without
>> considerable effort at rewriting it, which would need to be repeated
>> every time a new version is released, these messages show up as R
>> error messages.
>>
>> The best thing to do is to trace the progress of the iterations in the
>> optimization of the parameter estimates.  You will likely find that
>> the fixed-effects parameters or the random effects are heading to
>> extreme values.
>>
>> > After trying to fit the same model with library glmmAMDB, I obtain
>> > another
>> > (equally cryptical) error message:
>> > Error in II[, ii] = II[, ii] + REmat$codes[[i]] :
>> >   number of items to replace is not a multiple of replacement length
>> > In addition: Warning messages:
>> > 1: In glmmadmb(n.spp ~ log(hs.arrastre + 1) + zona + prof + SSTA +  :
>> >   NAs removed in constructing fixed-effect model frame: you should
>> > probably
>> > remove them manually, e.g. with na.omit()
>> > 2: In II[, ii] + REmat$codes[[i]] :
>> >   longer object length is not a multiple of shorter object length:
>> >
>> > I have tried many of the control options of either library (i.e.
>> > changing
>> > the # of iterations, of evaluations, etc) but the error messages remain
>> > unchanged.
>> >
>> > I would really appreciate if any of you could possible spare some
>> > minutes
>> > and suggest some alternative.
>> > Many thanks in advance,
>> > Cheers
>> >
>> >         [[alternative HTML version deleted]]
>> >
>> >
>> > _______________________________________________
>> > R-sig-mixed-models at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> >
>
>