[R-sig-ME] nAGQ = 0

[Rolf Turner]

Greetings mixed models gurus.

Some time ago I asked a question of this list concerning problems that I 
was having getting a glmer() model to fit to a data set.  (Using the 
binomial family with the cloglog link.)

It was suggested to me, in the first instance by Tony Ives (thanks 
again, Tony), that I should include the "nAGQ=0" option in my call to 
glmer().  I did so, and it worked like a charm.

I do not however really understand what "nAGQ=0" actually does.  I 
gather (vaguely) that it has something to do with the numerical 
integrals needed when evaluating the log like, and I (even more vaguely) 
gather that with nAGQ=0 this integration is somehow entirely dispensed 
with.  Perhaps I am miss-stating things here.

Be that as it may, it worries me slightly that I (apparently) have to 
use a somewhat less precise method than I otherwise might in order to
get any answer at all.

What risks am I running by setting nAGQ=0?  What perils and pitfalls 
lurk?  Surely there must be a downside to using this (???) short cut.
Although the upside, that I actually get an answer, pretty clearly 
trumps (apologies for the use of that word :-) ) the downside.

I would like some advice, pearls of wisdom, whatever from someone who 
understands what is going on in the underpinnings of fitting mixed models.

Thanks for any wise counsel that you can provide.

cheers,

Rolf Turner

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Technical Editor ANZJS
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University of Auckland
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