[R-sig-ME] lmer nonconvergent: care to run and explain?

[Thierry Onkelinx]

Dear Paul,

I can reproduce the problem with lme4_1.1-9 and Matrix_1.2-3.

Lowering the SE of the noise solved the covergence issues. So I expect that
a low signal to noise ratio is causing the false convergence.

Best regards,

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

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than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey

2015-10-15 16:49 GMT+02:00 Paul Johnson <pauljohn32 op gmail.com>:

> On Wed, Oct 14, 2015 at 7:19 PM, David Duffy
> <David.Duffy op qimrberghofer.edu.au> wrote:
> > Is it because Mind is not declared a factor?
> >
> > dat$Mind <- factor(dat$Mind)
> > lmer( y3s ~ x1s + x2s + x3s + (x1s | Mind), data = dat)
> > Linear mixed model fit by REML ['lmerMod']
> > Formula: y3s ~ x1s + x2s + x3s + (x1s | Mind)
> >    Data: dat
> > REML criterion at convergence: 33271.78
> > Random effects:
> >  Groups   Name        Std.Dev. Corr
> >  Mind     (Intercept) 0.6837
> >           x1s         0.1373   1.00
> >  Residual             0.6997
> > Number of obs: 15419, groups:  Mind, 100
> > Fixed Effects:
> > (Intercept)          x1s          x2s          x3s
> >   -0.003039     0.117080    -0.163680     0.055911
> >
> >
> > | David Duffy (MBBS PhD)
> > | email: David.Duffy op qimrberghofer.edu.au  ph: INT+61+7+3362-0217 fax:
> -0101
> > | Genetic Epidemiology, QIMR Berghofer Institute of Medical Research
> > | 300 Herston Rd, Brisbane, Queensland 4006, Australia  GPG 4D0B994A
>
> Interesting. I think there's a ghost in the machine.
>
> I see no benefit.
>
> The unscaled one still fails:
>
> > dat$Mind <- as.factor(dat$Mind)
> > mm3 <- lmer( y3 ~ x1 + x2 + x3 + (1|Mind) + (0 + x1 | Mind), data=dat,
> verbose=3)
>
> ...
> 350:     143253.09: 9.88456e-06 0.00975148
> 351:     143253.09: 9.88260e-06 0.00975168
> 352:     143253.09: 9.69049e-06 0.00975152
> 353:     143253.09: 9.44279e-06 0.00975152
> 354:     143253.09: 9.61561e-06 0.00975152
> At return
> eval: 354 fn:      143253.09 par: 9.44279e-06 0.00975152
> Warning message:
> In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
>   Model is nearly unidentifiable: very large eigenvalue
>  - Rescale variables?
>
> And the scaled one is still a failure on my system
>
> dat[ , c("x1s", "x2s", "x3s")] <- lapply(dat[, c("x1", "x2", "x3")], scale)
> dat$y3s <- scale(dat$y3)
> mm3 <- lmer( y3s ~ x1s + x2s + x3s + (1 | Mind) + (0 + x1 | Mind),
>             data=dat, verbose = 3)
>
> rho:  2.0e-07 eval: 186 fn:      33271.8 par: 0.00000 0.00975124
> 187:     33271.783:  0.00000 0.00975151
> 188:     33271.783: 5.40934e-07 0.00975153
> 189:     33271.783: 1.08231e-06 0.00975153
> 190:     33271.783: 6.32312e-07 0.00975153
> At return
> eval: 190 fn:      33271.783 par: 5.40934e-07 0.00975153
> Warning message:
> In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
>   Model is nearly unidentifiable: very large eigenvalue
>  - Rescale variables?
>
>
> Since you don't get errors, I wonder if it means you are using
> different version of R, or lmer?  Can we see your sessionInfo for
> comparison:
>
>
> > sessionInfo()
> R version 3.2.2 (2015-08-14)
> Platform: x86_64-pc-linux-gnu (64-bit)
> Running under: Ubuntu 15.04
>
> locale:
>  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
>  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
>  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
>  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
>  [9] LC_ADDRESS=C               LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] lme4_1.1-10  Matrix_1.2-2 MASS_7.3-44
>
> loaded via a namespace (and not attached):
> [1] minqa_1.2.4     compiler_3.2.2  tools_3.2.2     Rcpp_0.12.1
> [5] splines_3.2.2   nlme_3.1-122    grid_3.2.2      nloptr_1.0.4
> [9] lattice_0.20-33
>
>
> --
> Paul E. Johnson
> Professor, Political Science        Director
> 1541 Lilac Lane, Room 504      Center for Research Methods
> University of Kansas                 University of Kansas
> http://pj.freefaculty.org              http://crmda.ku.edu
>
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