[R-sig-ME] Maximum nAGQ=25?

[Ben Bolker]

Ross Boylan <ross at ...> writes:

> On Thu, Sep 26, 2013 at 04:23:47PM +0000, Ben Bolker wrote:
> > Rafael Sauter <rafael.sauter <at> ...> writes:

 [snip]
 
> > > As I did not find any discussion about this change in the new
> > > lme4-version let me allow to ask:
> > > 
> > > 1) Why is 25 a reasonable upper bound for nAGQ? What were the reasons to
> > > implement this upper bound? Is the increasing complexity as mentioned in
> > > the details of '?glmer' the the main reason for this?
> > > 

 [snip]

> >    I will only speak for myself: other lme4-authors (especially Doug
> > Bates) may chime in on this one.  I believe there isn't a rigorous
> > argument for why >25 quadrature points is too many: ?glmer says
> > " A model with a single, scalar random-effects term could
> > reasonably use up to 25 quadrature points per scalar integral."

[snip]

> I think we would certainly
> > be willing to reconsider this limit if you can show that there is
> > some sensible case where it matters ...
> 
> If the limit is hard-coded to 25, it will be hard to discover if using
> >25 matters.  That seems to me an argument for not hard coding it.  I
> suppose if the results had not stabilized by 25 that would be an
> indication.
> 
> OTOH, 25 is a lot of quadrature points.
> 
> One problem I've encountered with high number of quadrature
> points--not in lmer, but I think it's a general issue--is that as the
> number of quadrature points goes up the extreme x values go up, and
> numerical problems are more likely.  Usually one can compensate by
> coding the likelihood defensively.
> 
> Ross Boylan

  As may have been reflected in discussions on the list, the lme4
authors have been having lots of internal discussions about how much
flexibility to allow, when to give users helpful advice in the form
of warnings, etc etc etc.. Not completely tongue-in-cheek, I could say
that if you're capable of compiling a package from source, it's not 
very complicated to search for "nAGQ <= 25L" in R/modular.R and modify
or remove this limitation for yourself ... 

  Ben Bolker