Convergence problem in GLMM

John Fox

Tue, Nov 23, 2004 3:18 PM

Dear Deepayan,

Thanks for the explanation (and for pointing out that the data set is also
in the lme4 package). I had tried control=lmeControl(tolerance=1e-4,
PQLmaxIt=100) and control=lmeControl(PQLmaxIt=1000), but gave up at that
point. I just tried lmeControl(tolerance=1e-4, PQLmaxIt=1000), and that
works. I guess I just was insufficiently persistent.

Regards,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
--------------------------------

-----Original Message-----
From: Deepayan Sarkar [mailto:deepayan at stat.wisc.edu] 
Sent: Tuesday, November 23, 2004 5:10 PM
To: r-help at stat.math.ethz.ch
Cc: John Fox; 'R-Help'
Subject: Re: [R] Convergence problem in GLMM

On Tuesday 23 November 2004 11:14, John Fox wrote:

Dear list members,

In re-running with GLMM() from the lme4 package a

generalized-linear

mixed model that I had previously fit with glmmPQL() from MASS, I'm 
getting a warning of a convergence failure, even when I set

the method

argument of

GLMM() to "PQL":

bang.mod.1 <- glmmPQL(contraception ~ as.factor(children)

+ cage +

urban,

+     random=~as.factor(children) + cage + urban|district,
+     family=binomial, data=Bangladesh)  # works!

bang.mod.1 <- GLMM(contraception ~ as.factor(children) + cage + 
urban,

+     random=~as.factor(children) + cage + urban|district,
+     family=binomial, data=Bangladesh, method="PQL")
Warning message:
IRLS iterations for glmm did not converge in: GLMM(formula = 
contraception ~ as.factor(children) + cage + urban,

This dataset is also in lme4 as 'Contraception'.

Despite the indicated convergence failure, the two sets of

estimates

are quite close, as one would expect. I've also played around with 
various arguments to lmeControl(), but without success.

I'm curious about the source of the difference, since (as I

understand

it), essentially the same algorithm is used by the two

functions. I'm

using R 2.0.1 under Windows XP with the current version of lme4.

Probably because the convergence criterion is different. glmmPQL has 

        if (sum((eta - etaold)^2) < 1e-06 * sum(eta^2)) 
            break

GLMM has 

         crit <- max(abs(eta - etaold)) / (0.1 + max(abs(eta)))
         ## use this to determine convergence
         if (crit < controlvals$tolerance) {
              conv <- TRUE
              break
         }

I'm not sure why we chose that. Setting 

control = list(tolerance = 1e-3, PQLmaxIt = 100)

converges for me, but that's probably a bit extreme.

Deepayan

Convergence problem in GLMM

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