[R-sig-ME] new R user struggling with error and convergence issues

Jennifer Yourkavitch jenyourkavitch at yahoo.com
Wed Feb 17 14:35:03 CET 2016

Thank you!
What do you think about using glmmPQL? The model converged.

On Feb 15, 2016, at 3:21 PM, Ben Bolker <bbolker at gmail.com> wrote:

> It is admittedly hard to increase the "maxstephalfit" parameter, but
> part of the reason we haven't put much effort into making it easier is
> that in our experience it rarely helps.  Log-binomial models in
> particular are tricky because the log link (i.e. the exponential
> inverse-link) doesn't naturally constrain the response to the allowed
> range of (0,1), so these models are hard to fit (the same applies to
> inverse-link Gamma models).  The bigger your data set, the more likely
> you are to run into cases where the predicted value is >1.  We could
> admittedly do a much better job giving useful warnings about when and
> where this problem occurred, and (more controversially) allow users to
> clamp the output of the inverse-link function to the allowable domain
> ...
> library("lme4")
> set.seed(101)
> dd <- data.frame(x=seq(-4,4,length=500),
>                 f=sample(letters[1:10],size=500,replace=TRUE))
> dd$y <- simulate(~x+(1|f),family=binomial,
>                 newdata=dd,newparams=list(beta=c(0,1),theta=1))[[1]]
> library("ggplot2")
> ggplot(dd,aes(x,y,colour=f))+geom_point()+
>    geom_smooth(method="glm",method.args=list(family=binomial))
> m1 <- glmer(y~x+(1|f), dd, family=binomial)
> m2 <- glmer(y~x+(1|f), dd, family=binomial(link="log"))  ## PIRLS
> step-halving problem
> On Mon, Feb 15, 2016 at 2:22 PM, Jennifer Yourkavitch via
> R-sig-mixed-models <r-sig-mixed-models at r-project.org> wrote:
>> Hello!
>> I am fitting multilevel log-binomial models for a very large dataset (>53,000 observations), using glmer. I am getting this--  Error: (maxstephalfit) PIRLS step-halvings failed to reduce deviance in pwrssUpdate.
>> And the model is not converging.
>> I think that increasing the number of iterations may remediate the convergence issue. But I can’t find the right syntax for that online.
>> Any advice re these two issues?
>> Many thanks,
>> Jennifer
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