[R-sig-ME] Convergence warning message

[Jackie Wood]

Hi Chris,

You can find the example code I was talking about here if you haven't
tracked it down already:

http://127.0.0.1:29918/library/lme4/html/convergence.html

Jackie



On Wed, Mar 16, 2016 at 3:44 PM, Christopher David Desjardins <
cddesjardins at gmail.com> wrote:

> Thanks, Jacquelyn and Ben. Jacquelyn, did you mean to attach some code or
> just reference the site that Ben did? I had seen Ben's comments on
> StackOverflow about potential false convergence messages, so I'll dig a bit
> deeper. I just wanted to make sure it wasn't something obvious that I had
> overlooked first.
>
> >From what I've read online, glmmPQL is inappropriate with Bernoulli
> trials.
> Is that correct?
>
> Chris
>
>
>
> On Wed, Mar 16, 2016 at 2:35 PM, Ben Bolker <bbolker at gmail.com> wrote:
>
> >
> >   Good question.
> >
> >   I'm afraid that for data sets ~ 100,000 observations or bigger, our
> > convergence calculations aren't terribly reliable -- see e.g. the third
> set
> > of figures under https://rpubs.com/bbolker/lme4_convergence ... I would
> > follow Jackie's advice ...
> >
> >
> > On 16-03-16 02:24 PM, Jackie Wood wrote:
> >
> >> Hi Chris,
> >>
> >> Try checking ?convergence....coincidentally, I was having a similar
> >> problem
> >> just yesterday. There are some step by step
> >> instructions for trouble shooting/double checking convergence warnings.
> >> For
> >> example, a bit of example code is provided to run your model using a
> >> number
> >> of different optimizers. If all optimizers yield similar values, it's
> >> possible that you could be getting false convergence warnings. I'm not
> >> sure
> >> if that's the case with your data, but it might be a place to start!
> >>
> >> Jacquelyn
> >>
> >> On Wed, Mar 16, 2016 at 1:56 PM, Christopher David Desjardins <
> >> cddesjardins at gmail.com> wrote:
> >>
> >> I am trying to fit a mixed effects binomial model.
> >>>
> >>> The data consists of
> >>> - A dependent variable consisting of Bernoulli trials (outcome)
> >>> - A time variable (time), which has been mean centered
> >>> - An id variable (id)
> >>> - A categorical covariate (cat_cov)
> >>> - A blocking variable (block) which id is nested in. I realize in the
> >>> model
> >>> below that it should be (1 | id/block) but I am just trying to
> >>> troubleshoot
> >>> my problem at the moment.
> >>>
> >>> When I run the following:
> >>>
> >>> example_data <- read.csv("https://cddesja.github.io/example_data.csv",
> >>> header  = T)
> >>> example_data$cat_cov <- as.factor(example_data$cat_cov)
> >>> example_data$id <- as.factor(example_data$id)
> >>> example_data$block <- as.factor(example_data$block)
> >>> main_effects <- glmer(outcome ~ 1 + cat_cov + time + I(time^2) + (1 |
> >>> id),
> >>> data = example_data, family = "binomial")
> >>>
> >>> That last line of code gives a warning message:
> >>>
> >>> main_effects <- glmer(outcome ~ 1 + cat_cov + time + I(time^2) + (1 |
> >>>>
> >>> id), data = example_data, family = "binomial")
> >>> Warning messages:
> >>> 1: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,
> >>> :
> >>>    Model failed to converge with max|grad| = 4.36001 (tol = 0.001,
> >>> component
> >>> 1)
> >>> 2: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,
> >>> :
> >>>    Model is nearly unidentifiable: very large eigenvalue
> >>>   - Rescale variables?
> >>>
> >>> I am not exactly sure how to proceed. I know the issue is with cat_cov,
> >>> though it's unclear to me why. If I swap out in a different categorical
> >>> covariate in the model, not included in that data set, I don't get this
> >>> message. I am not running into complete separation with cat_cov.  So,
> >>> I'm a
> >>> little perplexed.
> >>>
> >>> Any advice on what I should do or something I could look at it would be
> >>> very helpful.
> >>>
> >>> Thanks,
> >>> Chris
> >>> --
> >>> https://cddesja.github.io/
> >>>
> >>>          [[alternative HTML version deleted]]
> >>>
> >>> _______________________________________________
> >>> R-sig-mixed-models at r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >>>
> >>>
> >>
> >>
> >>
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >
>
>
>
> --
> https://cddesja.github.io/
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>



-- 
Jacquelyn L.A. Wood, PhD.
224 Montrose Avenue
Toronto, ON
M6G 3G7
Phone: (514) 293-7255

	[[alternative HTML version deleted]]