warning computing profile confidence intervals with confint()
Sol Lago <solcita85 at ...> writes:
Hi everyone,
I am using a mixed effect model and I would like to provide profile confidence intervals, which were suggested in the lme4 documentation as an alternative to traditional pvalues. Below are my model and the command I use to generate the confidence intervals:
m <- lmer(residRT ~ Gram*Number + (0+Gram+Number|Subject) + (1|Subject) + (1|Item), data= data) #model confint(m, method="profile", oldNames=FALSE) #profile CIs
However, when I run confint () I always get this warning: "In cov2cor(m) : diag(.) had 0 or NA entries; non-finite result is doubtful" (I get it 13 times, one for each parameter in the model).
This is quite possibly a false positive -- it sounds vaguely familiar but I don't have a working example (otherwise it would be listed as an issue on github and I would be trying to fix it) If you can come up with a small/minimal reproducible example, or if someone else has one, could you (1) post it here or (2) send it via e-mail or (3) post it to https://github.com/lme4/lme4/issues (at the very least, we could use a more informative error message)
My questions are:
(1) How worried should I be? Would you advice not to report the CIs given the warning? When I compute normal CIs intead (same command, just method="Wald) I get values that very similar to the profile confidence intervals. I wonder if I should report normal CIs instead: the upshot is that they can be always computed, but I worry they are less related to the way the mixed-effects model was computed, so it might be conceptually confusing.
If the Wald and likelihood profiles are similar that's a pretty good sign. If the Wald intervals *are* similar, and familiar to your audience, you might be right that reporting them would be best (although as far as I know profile CIs are always more accurate than Wald CIs, so familiarity and computational convenience would be the only reason to prefer Wald CIs).
(2) If I were to report the profile CIs, which are the standard references I should give in the paper? I don't think profile CIs are known in my field, so I think I should point people to whichever are the standard references for this.
I don't know about the "standard": most theoretical statistics textbooks should mention it at least in passing. In ecology you could quote Bolker 2008 _Ecological Models and Data in R_, or Mangel and Hilborn's 1998 _Ecological Detective_ ...