[R-sig-ME] glmer does not converge, how inaccurate is using nAGQ = 0?

Ben Bolker bbolker at gmail.com
Thu Apr 2 02:18:33 CEST 2015


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On 15-04-01 06:06 PM, Ken Beath wrote:
> You could use a value of nAGQ that is higher, start with 5 and work
> up.
> 
> How good the approximation is, depends. If you are having
> convergence problems it probably isn't.

   What's the magnitude of the max scaled gradient (i.e., the number
in the warning)?  We are *still* struggling with the proper way to
scale the desired gradient as a function of sample size ...

  cheers
    Ben Bolker

> 
> On 2 April 2015 at 01:23, Paolo Fraccaro <paolo.f.genova at gmail.com>
> wrote:
> 
>> Hi
>> 
>> I have a dataset of ~200k piece of hardware tested yearly for 10
>> years or until failure (~15k). Therefore, the overall dataset
>> size is ~2,000k. I'm trying to fit a mixed effects logistic model
>> with glmer, but the model does not converge with the default
>> settings. I tried to increase the number of max iterations
>> allowed (from 20 to 100) but still it does not converge. I then
>> set the nAGQ = 0 and obtained the less accurate estimate of the
>> model.
>> 
>> My questions would be: Do you have any idea of what parameters I
>> could modify to try to make the model converge? How inaccurate is
>> using nAGQ = 0?
>> 
>> Many thanks.
>> 
>> Paolo
>> 
>> _______________________________________________ 
>> R-sig-mixed-models at r-project.org mailing list 
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> 
> 
> 
> 

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