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convergence error (lme) which depends on the version of nlme (?)

3 messages · Leo Gürtler, Dieter Menne, Douglas Bates

#
Dear list members,

the following hlm was constructed:

hlm <- groupedData(laut ~ design | grpzugeh, data = imp.not.I)

the grouped data object is located at and can be downloaded:

www.anicca-vijja.de/lg/hlm_example.Rdata

The following works:

library(nlme)
summary( fitlme <- lme(hlm) )

with output:

...
       AIC      BIC    logLik
  425.3768 465.6087 -197.6884

Random effects:
 Formula: ~design | grpzugeh
 Structure: General positive-definite
             StdDev    Corr               
(Intercept)  0.3772478 (Intr) dsgn:8 dsgn:7
designmit:8  0.6776543  0.183             
designohne:7 0.6619983 -0.964  0.086      
designohne:8 1.0680576 -0.966  0.077  1.000
Residual     1.3468816                    

Fixed effects: laut ~ design
                 Value Std.Error  DF   t-value p-value
(Intercept)   3.857143 0.2917529 102 13.220579  0.0000
designmit:8  -0.285714 0.4417919 102 -0.646717  0.5193
designohne:7 -0.107143 0.4383878 102 -0.244402  0.8074
designohne:8  0.607143 0.5408713 102  1.122527  0.2643
 Correlation:
             (Intr) dsgnm:8 dsgn:7
designmit:8  -0.451              
designohne:7 -0.775  0.363       
designohne:8 -0.763  0.304   0.699

Standardized Within-Group Residuals:
       Min         Q1        Med         Q3        Max
-2.5074669 -0.4530573  0.1755326  0.5837670  2.3700004

Number of Observations: 112
Number of Groups: 7


The following does _not_ work and leads to a convergence error:

fitlme1 <- lme(laut ~ design, random = ~ design | grpzugeh, data = hlm)
Fehler in lme.formula(laut ~ design, random = ~design | grpzugeh, data = 
hlm) :
        iteration limit reached without convergence (9)

This was tried with

R : Copyright 2005, The R Foundation for Statistical Computing
Version 2.2.0  (2005-10-06 r35749)

Using another R version (2.1.0, also windows with nlme version built 
under R 2.1.1) , it works. Thus, what's the problem then? I tried 
without the random effects, i.e.

random = ~ 1 | grpzugeh

This works. Comparing both calls on the version R2.1.0 that goes well, 
the following differences in the output of the random effects can be 
identified:

summary( fitlme <- lme(hlm) )

<-->
Random effects:
 ...
  Structure: General positive-definite
</-->
compared to

summary(lme(laut ~ design, random = ~ design | grpzugeh, data = hlm))

<-->
Random effects:
  ...
  Structure: General positive-definite, Log-Cholesky parametrization
</-->

The estimates of the fixed effects are similar, the S.E.s not.
The random effects are different, too. AIC/BIC/logLik are slightly 
different.

Thus my question:

1) Do I have overseen a switch for the structure of the random effects? 
Is something wrong with the call/ formular?
2) What is the cause of the convergence error which seems to depend on 
the built of R/nlme?


Thank you very much. Best wishes,

leo g??rtler
#
Leo GÃ¼rtler <leog <at> anicca-vijja.de> writes:
....
...
The optimization engine has in R 2.2.0 changed, with mixed results, see 

http://finzi.psych.upenn.edu/R/Rhelp02a/archive/64096.html

In the short run, setting pnlsTol to a large value than the default worked for 
me sometimes. In the long run (hope I got Douglas Bates right) you could switch 
to lme4 which is work in progress, but currently it cannot handle your case.

Dieter
#
On 12/12/05, Leo G??rtler <leog at anicca-vijja.de> wrote:
Notice that the estimated variance-covariance matrix for the random
effects is singular (a correlation of +1.000).  The estimates of the
parameters in the model are on the boundary and it is not a proper
linear mixed model.  The definition of a linear mixed model (or at
least my definition) requires that the variance-covariance matrix of
the random effects be positive definite and this one is only positive
semidefinite.
As Dieter indicated in his response, the more current function lmer
from the lme4 package (actually it's in the Matrix package but it
would be in the lme4 package if a certain capability related to
packages were available) is preferred to lme.  Fitting your model with
the control options for verbose output in both the EM and nlminb
iterations produces
EM iterations
  0 407.611 ( 6.00000  1.50000  1.50000  1.50000  0.00000  0.00000 
0.00000  0.00000  0.00000  0.00000:  -0.409    -1.07    -2.19   -0.969
 -0.0472   -0.344  -0.0282   -0.491   -0.163    0.941)
  1 402.107 ( 10.4497  1.95422  3.22722  2.22340 0.196761  1.02069
0.00757874  1.13553 0.110538 -0.685820:  -0.122   -0.550   -0.567  
-0.181   0.0294   -0.112 -0.00789   -0.204  -0.0184    0.361)
  2 399.890 ( 14.8865  2.30933  5.18627  2.99207 0.242029  2.06595
-0.0167045  2.18847 0.173349 -1.51318: -0.0497   -0.331   -0.209 
0.00812   0.0311  -0.0667 -0.00119   -0.129  0.00942    0.222)
  3 398.756 ( 19.0686  2.58783  7.19874  3.76967 0.147926  3.04342
-0.0686073  3.14563 0.190736 -2.40480: -0.0224   -0.217  -0.0877  
0.0682   0.0250  -0.0508  0.00304  -0.0968   0.0178    0.166)
  4 398.074 ( 23.0243  2.81061  9.22509  4.55494 -0.0495774  3.95755
-0.140106  4.03331 0.174045 -3.33077:-0.00975   -0.150  -0.0362  
0.0864   0.0192  -0.0422  0.00605  -0.0784   0.0213    0.134)
  5 397.620 ( 26.8048  2.99284  11.2543  5.34938 -0.321835  4.82191
-0.225236  4.87317 0.132590 -4.27703:-0.00344   -0.108  -0.0119  
0.0876   0.0145  -0.0360  0.00810  -0.0653   0.0229    0.111)
  6 397.297 ( 30.4530  3.14530  13.2827  6.15353 -0.648070  5.64798
-0.319808  5.68021 0.0733009 -5.23609:-0.000236  -0.0797 -8.03e-05  
0.0817   0.0110  -0.0310  0.00936  -0.0549   0.0233   0.0935)
  7 397.056 ( 34.0009  3.27575  15.3091  6.96705 -1.01331  6.44439
-0.420871  6.46453 0.00126948 -6.20372: 0.00132  -0.0599  0.00554  
0.0729  0.00841  -0.0267  0.00998  -0.0465   0.0229   0.0790)
  8 396.869 ( 37.4726  3.38984  17.3332  7.78911 -1.40672  7.21745
-0.526327  7.23293 -0.0797758 -7.17737: 0.00200  -0.0458  0.00794  
0.0636  0.00652  -0.0230   0.0101  -0.0394   0.0220   0.0669)
  9 396.719 ( 40.8855  3.49170  19.3548  8.61870 -1.82039  7.97186
-0.634686  7.99007 -0.167115 -8.15547: 0.00219  -0.0355  0.00866  
0.0547  0.00515  -0.0198  0.00992  -0.0334   0.0207   0.0568)
 10 396.597 ( 44.2529  3.58443  21.3740  9.45479 -2.24856  8.71109
-0.744889  8.73911 -0.258776 -9.13700: 0.00214  -0.0278  0.00854  
0.0466  0.00414  -0.0171  0.00950  -0.0285   0.0193   0.0484)
 11 396.496 ( 47.5843  3.67032  23.3909  10.2964 -2.68700  9.43779
-0.856191  9.48223 -0.353339 -10.1213: 0.00197  -0.0221  0.00800  
0.0397  0.00341  -0.0147  0.00894  -0.0244   0.0177   0.0414)
 12 396.410 ( 50.8871  3.75110  25.4058  11.1428 -3.13263  10.1540
-0.968068  10.2209 -0.449787 -11.1079: 0.00175  -0.0177  0.00731  
0.0337  0.00287  -0.0128  0.00831  -0.0209   0.0162   0.0356)
 13 396.336 ( 54.1668  3.82804  27.4187  11.9931 -3.58321  10.8612
-1.08016  10.9563 -0.547403 -12.0965: 0.00152  -0.0144  0.00658  
0.0287  0.00246  -0.0111  0.00767  -0.0180   0.0147   0.0307)
 14 396.273 ( 57.4277  3.90213  29.4298  12.8467 -4.03710  11.5606
-1.19223  11.6890 -0.645684 -13.0868: 0.00130  -0.0119  0.00587  
0.0245  0.00216 -0.00974  0.00703  -0.0156   0.0134   0.0267)
 15 396.217 ( 60.6728  3.97408  31.4391  13.7032 -4.49313  12.2533
-1.30411  12.4196 -0.744284 -14.0787: 0.00111 -0.00989  0.00523  
0.0210  0.00192 -0.00856  0.00642  -0.0136   0.0121   0.0233)
  0      396.217: 0.0164819 0.274624 0.0345766 0.601897 -0.0740551
0.201957 0.204699 -0.108941 0.0481838 -0.572859
  1      395.396: 5.00000e-10 0.265395 5.00000e-10 0.605834 -0.126945
0.228346 0.201255 -0.0635685 0.0429722 -0.617086
  2      395.396: 5.00000e-10 0.265395 5.09510e-10 0.605834 -0.126945
0.228346 0.201255 -0.0635685 0.0429722 -0.617086
  3      395.396: 5.01157e-10 0.265395 5.28494e-10 0.605834 -0.126945
0.228346 0.201255 -0.0635685 0.0429722 -0.617086
  4      395.396: 5.01157e-10 0.265395 5.28494e-10 0.605834 -0.126945
0.228346 0.201255 -0.0635685 0.0429722 -0.617086
Linear mixed-effects model fit by REML
Formula: laut ~ design + (design | grpzugeh)
   Data: hlm
      AIC      BIC    logLik MLdeviance REMLdeviance
 425.3957 466.1732 -197.6979   393.5971     395.3957
Random effects:
 Groups   Name         Variance Std.Dev. Corr
 grpzugeh (Intercept)  0.13685  0.36993
          designmit:8  0.48167  0.69403   0.244
          designohne:7 0.41869  0.64706  -0.971 -0.006
          designohne:8 1.09950  1.04857  -0.971 -0.006  1.000
 Residual              1.81486  1.34717
# of obs: 112, groups: grpzugeh, 7

Fixed effects:
              Estimate Std. Error  DF t value Pr(>|t|)
(Intercept)    3.85714    0.29046 108 13.2795   <2e-16
designmit:8   -0.28571    0.44547 108 -0.6414   0.5226
designohne:7  -0.10714    0.43525 108 -0.2462   0.8060
designohne:8   0.60714    0.53545 108  1.1339   0.2593
Warning message:
optim or nlminb returned message false convergence (8)
 in: "LMEoptimize<-"(`*tmp*`, value = list(maxIter = 200, tolerance =
1.49011611938477e-08,

which, again, shows the problem with the convergence.