[R-sig-ME] varIdent warnings in nlme

[Cole, Tim]

I'm getting lots of warnings:

In conLin$Xy * varWeights(object) :
longer object length is not a multiple of shorter object length

when using varIdent for weights in nlme. I see that the problem has been flagged several times since 2004, but I'm an optimist and I wondered if there was a workaround or fix. Despite the warnings, the results seem to be correct.

If anyone has any experience of this I'd be interested to hear.

Here are some examples from my CRAN R sitar growth curves package, with data from the heights database. I've unpacked the sitar call to show the nlme call. I'm not too bothered about the singularities, which look to be data-driven, just the warnings.

  if (!require(sitar)) install.packages('sitar')
  library(sitar)
  data(heights)

  names(heights)[2:3] <- c('x', 'y')
  heights$x <- scale(heights$x, scale=FALSE)
  df <- 6
  knots <- with(heights, quantile(x, (1:(df-1))/df))
  bounds <- with(heights, range(x) + abs(0.04) * c(-1,1) * diff(range(x)))
  start <- with(heights, lm(y ~ ns(x, knots=knots, Bound=bounds)))$coef
  start <- c(start[c(2:(df+1), 1)], 0, 0)

  fitnlme <- function(x,s1,s2,s3,s4,s5,s6,a,b,c) {
    as.vector(a +
      (as.matrix(cbind(s1,s2,s3,s4,s5,s6)) * as.matrix(ns((x-b) * exp(c),
        knots=knots, Bound=bounds))) %*% matrix(rep(1,df), ncol=1))
  }

  test <- function(...) {
# NLME CALL HERE
    invisible(nlme(y ~ fitnlme(x,s1,s2,s3,s4,s5,s6,a,b,c), data = heights,
             fixed = s1+s2+s3+s4+s5+s6+a+b+c ~ 1,
             random = a+b+c ~ 1 | id, start = start, ...))
  }

  test() # THE MODEL WITHOUT weights WORKS FINE

  heights$wt1 <- factor(as.numeric(heights$id) > 6) # split 63:61 GROUPING FACTOR FOR varIdent
  heights$wt2 <- factor(heights$id == 12) # split 120:4 ALTERNATIVE GROUPING FACTOR

  ratio <- 1e3 # c(0.5, 1:5, 10^(1:6)) # DIFFERENT RATIOS FOR value AND fixed IN varIdent
  var <- c(`TRUE`=ratio)

# RESULTS HERE FOR DIFFERENT FORMS OF varIdent AND DIFFERENT VALUES OF ratio

  test(weights=Initialize(varIdent(form=~1|wt1), heights)) # ok
  test(weights=Initialize(varIdent(form=~1|wt2), heights)) # Singularity
  test(weights=Initialize(varIdent(var, form=~1|wt1), heights)) # ok
  test(weights=Initialize(varIdent(var, form=~1|wt2), heights)) # Singularity, all ratios
  test(weights=Initialize(varIdent(form=~1|wt1, fixed=var), heights)) # warnings / Singularity depending on ratio
  test(weights=Initialize(varIdent(form=~1|wt2, fixed=var), heights)) # warnings

Thanks if you've read this far.

Best wishes,
Tim Cole
---
Tim.cole at ucl.ac.uk<mailto:Tim.cole at ucl.ac.uk> Phone +44(0)20 7905 2666 Fax +44(0)20 7905 2381
Population, Policy and Practice Programme
UCL Great Ormond Street Institute of Child Health, London WC1N 1EH, UK


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