False convergence when running lmer with Zelig example for gamma.mixed
Hi Hugo, I've tried several times fitting a gamma model myself with lme4. Never succeeded. Many others have reported similar problems fitting gamma models with lme4. Seemingly, it never worked. The easiest way of dealing with durations is log-transformation and then use a Gaussian LMM. CU, Martin.
-----Original Message----- From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed- models-bounces at r-project.org] On Behalf Of Hugo Mildenberger Sent: Tuesday, November 08, 2011 1:05 AM To: r-sig-mixed-models at r-project.org Subject: [R-sig-ME] False convergence when running lmer with Zelig example for gamma.mixed Dear list members, while testing Zelig example code related to mixed linear models, I got a
very
strange result from "gamma.mixed". I therefore did run lmer directly to
see if
the convergence problem was perhaps due to a parameter problem only, but it is not. Since the example should have been viable in the past, I'm wondering what is going wrong today? The only difference is the method specification, which was PQL, but PQL is not supported anymore. Using nAGQ
1 makes no difference.
# for coalition2 dataset only
require(Zelig)
data(coalition2)
require(lme4)
l.m <- lmer(duration ~ invest +
fract +
polar +
numst2 +
crisis + (1 | country),
data = coalition2,
family = Gamma(link = log))
summary(l.m)
packageVersion('lme4')
Here is the output:
R version 2.13.1 (2011-07-08)
[...]
Warning message:
In mer_finalize(ans) : false convergence (8)
summary(l.m)
Generalized linear mixed model fit by the Laplace approximation Formula: duration ~ invest + fract + polar + numst2 + crisis + (1 |
country)
Data: coalition2
AIC BIC logLik deviance
-3918661 -3918632 1959339 -3918677
Random effects:
Groups Name Variance Std.Dev.
country (Intercept) 5.1269e+154 2.2643e+77
Residual 4.1745e+155 6.4610e+77
Number of obs: 304, groups: country, 14
Fixed effects:
Estimate Std. Error t value
(Intercept) 4.108e+00 8.941e+77 0
invest -3.882e-01 2.252e+77 0
fract 4.980e-01 1.380e+75 0
polar -1.850e-02 1.017e+76 0
numst2 3.696e-01 1.431e+77 0
crisis 2.569e-02 4.590e+75 0
Correlation of Fixed Effects:
(Intr) invest fract polar numst2
invest -0.020
fract -0.984 -0.043
polar 0.227 -0.284 -0.262
numst2 -0.439 -0.120 0.360 -0.039
crisis -0.019 -0.283 0.000 -0.217 0.108
packageVersion('lme4')
[1] '0.999375.42'
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