[R-sig-ME] glmer warning messages using version 1.1.7

[Ben Bolker]

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   I think these are ignorable.  If you want to turn them off,
check out ?glmerControl.

Here's what I looked at:

H <- g0.bobyqa at optinfo$derivs$Hessian
V <- solve(H)
diag(V)
## [1] 2.674870e+05 5.314489e-02
sqrt(diag(V))
## [1] 517.1914636   0.2305318

So lme4 is detecting that the surface is much flatter
in one direction than the other (the Wald std dev is about 2500
times greater for the first parameter (the RE std. dev) than for
the second (the intercept).

I have been working on the profiling stuff a bit in the development
version, so your results may not be identical, but mine seem to show
that only with Nelder-Mead (which is a bit funny since it is otherwise
often the worst optimizer out of the bunch) do we successfully profile
the RE standard dev.  I think I need to work on the robustness of
the profiler a little bit more.  The good news is that we do manage
to fit the profile, we see what we expect -- the sqrt(zeta) line is
very flat near the origin (corresponding to low curvature/large
uncertainty),
but steepens as we get away from it so that the actual profile
confidence intervals are not too big.

profList <- lapply(list(default=g0.bobyqa,
                   bobyqa=g0.bobyqa,
                   NM=g0.NM,
                   nlminb=g0.nlminb,
                   LBFGSB=g0.LBFGSB),profile,dev.tol=1e-3,
                   delta=0.1)
profdfList <-   Map(function(x,n) {
                          data.frame(as.data.frame(x),opt=n)
                       },
                       profList,names(profList))
profdf <- do.call(rbind,profdfList)
library("ggplot2"); theme_set(theme_bw())
ggplot(profdf,aes(.focal,abs(.zeta),colour=opt))+
         geom_point()+geom_line()+facet_grid(opt~.par,scale="free")+
             geom_hline(yintercept=1.96,col="gray")


On 15-03-12 01:56 PM, Sophia Kyriakou wrote:
> Hello,
> 
> I run a simulation study fitting a GLMM random intercept model and
> I get warning messages. I tried various optimizers but they all
> give warning messages. Please find below one of the simulated
> samples. I am using the lme4 package version 1.1.7 on R 3.1.3. Do I
> ignore these warning messages or is there a way of dealing with
> them?
> 
> Thanks in advance.
> 
library(lme4)
library(optimx)
m <- 6
q <- 20
beta  <- 2
sigma2 <- 0.1
set.seed(206)
alpha <- rnorm(q, 0, sqrt(sigma2))
Y <- rbinom(q,m,plogis(alpha+beta))
cl <- seq.int(q)
tot <- rep(m,q)
dat <- data.frame(y = Y, tot = tot, cl = cl)
g0.default <- glmer(cbind(y, tot - y) ~ 1 + (1 | cl), data = dat,family =
  binomial(),nAGQ = 20)
g0.bobyqa <- glmer(cbind(y, tot - y) ~ 1 + (1 | cl), data = dat,family =
  binomial(),nAGQ = 20,control=glmerControl(optimizer="bobyqa"))
g0.NM <- update(g0.bobyqa,control=glmerControl(optimizer="Nelder_Mead"))
g0.nlminb <-
 update(g0.bobyqa,control=glmerControl(optimizer="optimx",optCtrl=list(method="nlminb")))
g0.LBFGSB <-
update(g0.bobyqa,control=glmerControl(optimizer="optimx",optCtrl=list(method="L-BFGS-B")))
> 
> library(nloptr) ## from https://github.com/lme4/lme4/issues/98: 
> defaultControl <- 
> list(algorithm="NLOPT_LN_BOBYQA",xtol_rel=1e-6,maxeval=1e5) 
> nloptwrap2 <- function(fn,par,lower,upper,control=list(),...) { for
> (n in names(defaultControl)) if (is.null(control[[n]]))
> control[[n]] <- defaultControl[[n]] res <-
> nloptr(x0=par,eval_f=fn,lb=lower,ub=upper,opts=control,...) 
> with(res,list(par=solution, fval=objective, feval=iterations, 
> conv=if (status>0) 0 else status, message=message)) } g0.bobyqa2 <-
> update(g0.bobyqa,control=glmerControl(optimizer=nloptwrap2)) g0.NM2
> <- 
> update(g0.bobyqa,control=glmerControl(optimizer=nloptwrap2,optCtrl=list(algorithm="NLOPT_LN_NELDERMEAD")))
>
> 
> 
> dd <- g0.bobyqa at optinfo$derivs 
> with(dd,max(abs(solve(Hessian,gradient)))<2e-3)
> 
> [[alternative HTML version deleted]]
> 
> _______________________________________________ 
> R-sig-mixed-models at r-project.org mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> 

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