[R-sig-ME] c++ exception (unknown reason) when using an offset of the slope with glmer
Ben Bolker
bbolker at gmail.com
Thu Jan 29 16:00:57 CET 2015
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The intercept seems awfully extreme, but I guess that's basically
because a dose of zero is actually unrealistic.
I got a little carried away and explored this in
http://rpubs.com/bbolker/glmer_offset
The bottom line is that I think you can work around the offset issues
if necessary (although I agree that it does technically constitute a
bug in lme4; I will post an issue at
https://github.com/lme4/lme4/issues when I get around to it, or
someone else would be welcome to), but that a GLMM actually seems like
overkill for this problem.
cheers
Ben Bolker
On 15-01-28 11:10 AM, xavier.paoletti at curie.fr wrote:
> Thank you very much. Probabilities of event range approximately
> between .05 to .60
>
> You are right, If I choose an offset of the slope=0.1, I can obtain
> estimates of the intercept.
>
> The offset of 1.5 came from the expected increase in the risk of
> event when escalating the dose from 4 to 6.
>
> If I fit the model without offset, I get the following etimates for
> the fixed effects intercept:: -12.7 dose : 2.3
>
>
> Finally, the reason for choosing an offset is to reduce the
> dimensionality of the model due to the sampling matrix. I work on
> an extension of phase I dose escalation design in oncology, where
> the proportion of data that is sampled at one or 2 dose levels
> increases with the overall sample size. Therefore after 30, 40, 50
> patients, the contribution of this dose level to the likelihood is
> massive. Esimating both the intercept and the slope of the
> dose-response relationship gets useless or even misleading.
>
>
> I am not sure to understand why offset of the dose = 1.5 is
> misleading for the intercept estimate, but I will dig in .
>
> Thanks again for your help
>
> Xavier
>
>
>
>
>
> Ben Bolker <bbolker at gmail.com> 28/01/2015 15:45
>
> A <xavier.paoletti at curie.fr> cc "r-sig-mixed-models at r-project.org"
> <r-sig-mixed-models at r-project.org> Objet Re: [R-sig-ME] c++
> exception (unknown reason) when using an offset of the slope with
> glmer
>
>
>
>
>
>
> Confirmed on
>
> R Under development (unstable) (2015-01-26 r67627) Platform:
> i686-pc-linux-gnu (32-bit) lme4 1.1.8
>
> I will see what I can figure out. I suspect the main problem is
> that the doses range from 4 to 6, so with an offset of (1.5*dose),
> that says that the logit-probability or log-odds should range from
> 6 to 9, which corresponds to a baseline probability of 0.997 to
> 0.999. Those are very high probabilities: they're going to make it
> very hard to make a sensible model. Can you say a little bit more
> about what you're trying to do/why an offset of 1.5 makes sense?
>
> Ben Bolker
>
>
>
> On 15-01-27 08:24 AM, xavier.paoletti at curie.fr wrote:
>> Thanks for your attention.
>
>> Here there are. 180 rows, 4 columns + obs number. Obs patid
>> cycle dose DLT 1 1 1 4.1 0 2 2 1 4.8 0
>> 3 3 1 5.3 0 4 4 1 5.7 0 5 5 1 6.0
>> 1 6 6 1 5.7 1 7 7 1 5.7 0 8 8
>> 1 5.3 0 9 9 1 5.3 0 10 10 1 5.7 0 11
>> 11 1 5.3 0 12 12 1 5.3 0 13 13 1 5.3 0
>> 14 14 1 5.3 0 15 15 1 5.7 0 16 16 1
>> 5.3 0 17 17 1 5.3 0 18 18 1 5.3 0 19 19
>> 1 5.3 0 20 20 1 5.7 0 21 21 1 5.7 1 22
>> 22 1 5.7 1 23 23 1 5.7 0 24 24 1 5.3 0
>> 25 25 1 5.3 0 26 26 1 5.3 0 27 27 1
>> 5.3 1 28 28 1 5.7 0 29 29 1 5.7 1 30 30
>> 1 5.7 0 31 1 2 4.1 0 32 2 2 4.8 0 33
>> 3 2 5.3 0 34 4 2 5.7 0 35 5 2 6.0 0
>> 36 6 2 5.7 0 37 7 2 5.7 1 38 8 2 5.3
>> 0 39 9 2 5.3 0 40 10 2 5.7 0 41 11
>> 2 5.3 0 42 12 2 5.3 0 43 13 2 5.3 0 44
>> 14 2 5.3 0 45 15 2 5.7 0 46 16 2 5.3 0
>> 47 17 2 5.3 0 48 18 2 5.3 0 49 19 2
>> 5.3 0 50 20 2 5.7 0 51 21 2 5.7 0 52 22
>> 2 5.7 0 53 23 2 5.7 1 54 24 2 5.3 0 55
>> 25 2 5.3 0 56 26 2 5.3 0 57 27 2 5.3 0
>> 58 28 2 5.7 0 59 29 2 5.7 0 60 30 2
>> 5.7 1 61 1 3 4.1 0 62 2 3 4.8 0 63 3
>> 3 5.3 0 64 4 3 5.7 0 65 5 3 6.0 1 66
>> 6 3 5.7 1 67 7 3 5.7 1 68 8 3 5.3 0
>> 69 9 3 5.3 0 70 10 3 5.7 0 71 11 3 5.3
>> 0 72 12 3 5.3 0 73 13 3 5.3 0 74 14
>> 3 5.3 0 75 15 3 5.7 0 76 16 3 5.3 0 77
>> 17 3 5.3 0 78 18 3 5.3 0 79 19 3 5.3 1
>> 80 20 3 5.7 0 81 21 3 5.7 0 82 22 3
>> 5.7 0 83 23 3 5.7 1 84 24 3 5.3 0 85 25
>> 3 5.3 0 86 26 3 5.3 1 87 27 3 5.3 0 88
>> 28 3 5.7 0 89 29 3 5.7 0 90 30 3 5.7 1
>> 91 1 4 4.1 0 92 2 4 4.8 0 93 3 4 5.3
>> 0 94 4 4 5.7 0 95 5 4 6.0 0 96 6
>> 4 5.7 0 97 7 4 5.7 0 98 8 4 5.3 0 99
>> 9 4 5.3 0 100 10 4 5.7 0 101 11 4 5.3 1
>> 102 12 4 5.3 1 103 13 4 5.3 0 104 14 4
>> 5.3 0 105 15 4 5.7 1 106 16 4 5.3 0 107 17
>> 4 5.3 0 108 18 4 5.3 0 109 19 4 5.3 0 110
>> 20 4 5.7 0 111 21 4 5.7 0 112 22 4 5.7 0
>> 113 23 4 5.7 0 114 24 4 5.3 0 115 25 4
>> 5.3 0 116 26 4 5.3 0 117 27 4 5.3 0 118 28
>> 4 5.7 0 119 29 4 5.7 0 120 30 4 5.7 0 121
>> 1 5 4.1 0 122 2 5 4.8 0 123 3 5 5.3 0
>> 124 4 5 5.7 0 125 5 5 6.0 0 126 6 5
>> 5.7 1 127 7 5 5.7 0 128 8 5 5.3 1 129
>> 9 5 5.3 0 130 10 5 5.7 0 131 11 5 5.3 0
>> 132 12 5 5.3 0 133 13 5 5.3 1 134 14 5
>> 5.3 0 135 15 5 5.7 0 136 16 5 5.3 0 137 17
>> 5 5.3 0 138 18 5 5.3 0 139 19 5 5.3 0 140
>> 20 5 5.7 0 141 21 5 5.7 1 142 22 5 5.7
>> 0 143 23 5 5.7 0 144 24 5 5.3 0 145 25 5
>> 5.3 0 146 26 5 5.3 0 147 27 5 5.3 0 148 28
>> 5 5.7 0 149 29 5 5.7 0 150 30 5 5.7 0 151
>> 1 6 4.1 0 152 2 6 4.8 0 153 3 6 5.3 0
>> 154 4 6 5.7 1 155 5 6 6.0 1 156 6 6
>> 5.7 0 157 7 6 5.7 0 158 8 6 5.3 0 159 9
>> 6 5.3 0 160 10 6 5.7 1 161 11 6 5.3 0 162
>> 12 6 5.3 0 163 13 6 5.3 0 164 14 6 5.3
>> 0 165 15 6 5.7 0 166 16 6 5.3 0 167 17 6
>> 5.3 0 168 18 6 5.3 0 169 19 6 5.3 0 170 20
>> 6 5.7 1 171 21 6 5.7 1 172 22 6 5.7 0 173
>> 23 6 5.7 0 174 24 6 5.3 0 175 25 6 5.3
>> 0 176 26 6 5.3 1 177 27 6 5.3 0 178 28 6
>> 5.7 0 179 29 6 5.7 1 180 30 6 5.7 0
>
>
>
>
>> Ben Bolker <bbolker at gmail.com> 27/01/2015 14:14
>
>> A <xavier.paoletti at curie.fr> cc
>> "r-sig-mixed-models at r-project.org"
>> <r-sig-mixed-models at r-project.org> Objet Re: [R-sig-ME] c++
>> exception (unknown reason) when using an offset of the slope
>> with glmer
>
>
>
>
>
>
>> Your posted data set got removed by the mailing list machinery.
>> Can you post it somewhere publicly accessible?
>
>
>> On Tue, Jan 27, 2015 at 3:45 AM, <xavier.paoletti at curie.fr>
>> wrote:
>>>
>>> Dear all,
>>>
>>> I am new on this forum and I hope my request follows the right
>>> format.
>>>
>>> I use R 3.1.2 and lme1.7 on a mac OS X (snow leopard) or
>>> Windows OS.
>>>
>>> I try to fit a longitudinal logistic mixed effect model on
>>> dose-time response data where the response is measured several
>>> times at the same dose. The probability of response increases
>>> with the dose. There is a set of discrete doses (let's say 6)
>>> but most of the data are measured at 1 or 2 doses.
>>>
>>> I use a very simple logstic model with a random intercept and
>>> the dose effect. In the simplest case, there is not time
>>> effect. Furthermore, I would like to set the slope of the dose
>>> to some value
>> using
>>> offset slope=1.5.
>>>
>>> The command line, glmer(DLTb ~ offset(slope*dose) + (1 |
>>> patid), family=binomial,data=dataAllCRM,nAGQ=10) gives the
>>> following error: Under Mac OSX: (function (fr, X, reTrms,
>>> family, nAGQ = 1L, verbose =
>> 0L,
>>> control = glmerControl(), : c++ exception (unknown reason)
>>>
>>> Under Windows: Error: (maxstephalfit) PIRLS step-halvings
>>> failed to
>> reduce
>>> deviance in pwrssUpdate
>>>
>>> Whatever the value of the offset, I get the same error. If I
>>> remove the offset or if I remove the variable, some estimates
>>> are obtained.
>>>
>>> Please find attached an example of dataset as an illustration;
>>> I get the same error for all tested datasets.
>>>
>>>
>>> Thank you very much for your help.
>>>
>>> Best regards,
>>>
>>> Xavier _______________________________________________
>>> R-sig-mixed-models at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
>
>
>
>
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