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

[Ken Beath]

I think you have other problems, although sometimes this can be a break
down in the approximations, and increasing nAGQ can work. Either your model
is not identifiable, which means that it is overparameterised or some of
your coefficients have become excessively negative, or you may have a very
high random effect variance. The last will be helped by increasing the
quadrature points, the second may be. Without seeing the output it is hard
to tell.

On 2 April 2015 at 20:36, Paolo Fraccaro <paolo.f.genova at gmail.com> wrote:

> Hi,
>
> thanks for your suggestions. I left it going overnight still with nAGQ=1
> and this time I got this warnings:
>
> Warning messages:
> 1: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
>   Model failed to converge with max|grad| = 0.00191069 (tol = 0.001,
> component 4)
> 2: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
>   Model is nearly unidentifiable: very large eigenvalue
>  - Rescale variables?
>
> Is the solution of increasing nAGQ still the best thing to do?
>
> Many thanks,
>
> Paolo
>
> On 1 April 2015 at 23:06, Ken Beath <ken.beath at mq.edu.au> 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.
>>
>> 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
>>>
>>
>>
>>
>> --
>>
>> *Ken Beath*
>> Lecturer
>> Statistics Department
>> MACQUARIE UNIVERSITY NSW 2109, Australia
>>
>> Phone: +61 (0)2 9850 8516
>>
>> Building E4A, room 526
>> http://stat.mq.edu.au/our_staff/staff_-_alphabetical/staff/beath,_ken/
>>
>> CRICOS Provider No 00002J
>> This message is intended for the addressee named and may contain
>> confidential information.  If you are not the intended recipient, please
>> delete it and notify the sender.  Views expressed in this message are those
>> of the individual sender, and are not necessarily the views of the Faculty
>> of Science, Department of Statistics or Macquarie University.
>>
>>
>


-- 

*Ken Beath*
Lecturer
Statistics Department
MACQUARIE UNIVERSITY NSW 2109, Australia

Phone: +61 (0)2 9850 8516

Building E4A, room 526
http://stat.mq.edu.au/our_staff/staff_-_alphabetical/staff/beath,_ken/

CRICOS Provider No 00002J
This message is intended for the addressee named and may...{{dropped:9}}