Dear all,

In the framework of my phd thesis in economics, i am currently trying to implement a mutlilevel ZIP model (in a quite "unusual' field): to summarize, I study the monthly count of approved legislation by the parliament. Two (nested) randoms effects are introduced. The first is goverment specific, the second is legislature specific. This design allows to modelize the political context in a quite convincing way. So far, I had good results using a multilevel Poisson model with lme4. However, the abundance of 0 makes me want to go further and to add a "zero-inflated touch" (more relevant in my case than a hurdle). Then i found the glmmADMB package. 

First, i have a little question. Without taking into account the hierarchical level, i tried to implement a simple ZIP model. Then i compared with the results obtained with the pscl package, and the results are quite (very) different. Where does this difference could come from? I've read all that i I have been able to find, but i am still lookking for an answer.

Then, I started by replicating my previous results obtained with lme4, but I got a message error as soon as i introduced the random effects (the function maximizer failed). I found on another post that Ben Bolker suggested to run with noinit=FALSE and shess=FALSE, and it solved this problem: i obtained the same output as with lme4 (just a little difference: the log-likelihood and the AIC, which are respectively much lower and higher here, i am wondering why). 

However, i cannot go further as i cannot obtain any result when i introduce zeroInflation=TRUE... I made some researches, but i didn't find any information about this error message. I join below all the information i have.

Does anybody have an idea about how to overcome the problem? I can send  the dataset in a private message if somebody is puzzled by this issue  and is willing to look at it! In case of, what would be an alternative  program to deal with it? In R, I found the MCMC package, but i am not  familiar at all with Bayesian econometrics...

Thanks a lot!

Nicolas 

Here is the estimated model:

reg1a=glmmadmb(laws2~end2+Expmin5+ ... +laggdp8+(1|legi2)+(1|govbis),
family="poisson", zeroInflation=TRUE, Z1,verbose=TRUE, admb.opts=admbControl(noinit=FALSE,shess=FALSE))

Here is the error message and the last step of 'verbose'':

 - final statistics:
18 variables; iteration 1; function evaluation 30
Function value   3.1566e+03; maximum gradient component mag   5.6086e+01
Exit code = 1;  converg criter   1.0000e-04
Var   Value    Gradient   |Var   Value    Gradient   |Var   Value    Gradient   
1 -0.32970  1.74888e+01 |  2 38.68267 -1.15937e+00 |  3 -0.26990  2.56071e+00
4 -4.92064 -6.30188e+00 |  5 -5.73443 -7.91115e+00 |  6 -0.84531  2.30545e-01
7 -0.92819 -3.89711e+00 |  8 -8.33580 -5.22392e+00 |  9  6.63303 -6.19944e-02
10  4.21659 -2.67195e+00 | 11 -2.29660  8.02333e-01 | 12 -0.09014  4.09720e+00
13 -0.92395 -3.79042e+00 | 14 -2.36985 -2.96378e+00 | 15  0.26876  6.52775e-01
16 -3.02193 -7.51478e+00 | 17 -0.16595 -4.06174e+00 | 18 -0.04291  5.60859e+01
inner maxg = -0.0003115470585843827  Inner second time = -0.0003115470585843827  Inner f = 3144.919446454345
f = 3144.919446454345 max g = 0.0003115470585843827
...

Newton raphson 1   f = 3161.815402363252 max g = 1.583645103941933e-08
Newton raphson 2   f = 3161.815402363256 max g = 2.742250870824137e-13
Warning -- Hessian does not appear to be positive definite

Parameters were estimated, but not standard errors were not: the most likely problem is that the curvature at MLE was zero or negative
Error in glmmadmb(laws2 ~ end2 + Expmin5 + start3 + Ht + nmin + vac +  : 
The function maximizer failed (couldn't find STD file) Troubleshooting steps include (1) run with 'save.dir' set and inspect output files; (2) change run parameters: see '?admbControl'
In addition: Warning messages:
1: running command 'C:\windows\system32\cmd.exe /c "C:/Users/Andra/Documents/R/win-library/3.0/glmmADMB/bin/windows32/glmmadmb.exe" -maxfn 500 -maxph 5' had status 1 
2: In shell(cmd, invisible = TRUE, intern = !verbose) :
'"C:/Users/Andra/Documents/R/win-library/3.0/glmmADMB/bin/windows32/glmmadmb.exe" -maxfn 500 -maxph 5' execution failed with error code 1
> 

And finally, here is my set up:

R version 3.0.0 (2013-04-03)
Platform: i386-w64-mingw32/i386 (32-bit)

other attached packages:
[1] MCMCglmm_2.17    corpcor_1.6.5    ape_3.0-8        tensorA_0.36    
[5] lme4_0.999999-0  Matrix_1.0-12    pscl_1.04.4      vcd_1.2-13      
[9] colorspace_1.2-1 gam_1.06.2       coda_0.16-1      lattice_0.20-15 
[13] mvtnorm_0.9-9994 glmmADMB_0.7.4   R2admb_0.7.7     MASS_7.3-26     

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