Message-ID: <509265C0.90602@gmail.com>
Date: 2012-11-01T12:06:24Z
From: Ben Bolker
Subject: convergence in GLMM (lme4 package)
In-Reply-To: <CADtmEn42Kh-ryV7TZ6Voi7RkAuM1tVdkxSpQ8cdkFTZjaB39iw@mail.gmail.com>
On 12-10-31 02:27 PM, Mart? Casals wrote:
> Hi Ben,
> Thank you very much for all your help, so far. Nonetheless, there is
> still something not working. If you could have a look at the following
> code, I would highly appreciate it. It's about how to count convergence
> problems of function glmer within a simulation. I tried to adapt your
> proposal to my models, but something's not working, probably to me lack
> of knowledge of functions like tryCatch and withCallingHandlers.
Here's my attempt.
A reproducible example would have been slightly more convenient --
I'm guessing a bit here.
options(warn=2)
nsim <- 1000 ## BMB: setting this to a parameter
warn<-rep(NA,nsim)
estglmer<-vector('list',nsim)
## BMB: it is marginally more efficient to pre-allocate
## lists (although prob doesn't
## matter in this much case, glmer() is the slow part)
## don't know why estglmer needs names?
## The model to be fitted (Y, Category, fallswinner & ncombat are
## variables in data frame dd)
modfun <- function(dat) glmer(Y~Category+fallswinner+(1|id),
offset=(log(ncombat)),nAGQ=50,family="poisson",data=dat)
for(i in 1:nsim){
# The data to be used
## nAGQ=50 is a little surprising. Do you really need that much?
estglmer[[i]]<-withCallingHandlers(
tryCatch(modfun(alldata[[i]]),
error = function(e) {
warn[i] <<- paste("ERROR:",e$message)
NA
}),
warning = function(w) {
warn[i] <<- w$message
invokeRestart("muffleWarning")
})
}
>
>
> I'm thinking about the topic and I don't know if it?s useful to obtain
> the warnings/errors, because I should look at each error and then I
> should decide what I can do.
>
> I only want to inform aboutpercentage of convergence of GLMM, that is
> the converge is true or false. I understand that a model is considered
> as not convergent either if the estimation process did not converge or
> if the estimate or its standard error was not provided. For example, in
> some cases the parameter can be estimated but the estimation process was
> unable to provide a positive definite variance-covariance matrix of the
> parameters (problems with Hessian), mainly due to the instability of the
> model.
>
> Thank you very much in advance for your suggestions.
>
> Mart?
>
>
>
> 2012/10/23 Mart? Casals <mcasals at aspb.cat <mailto:mcasals at aspb.cat>>
>
> Thank you so much Ben!!
>
> Mart?
>
>
> 2012/10/23 Ben Bolker <bbolker at gmail.com <mailto:bbolker at gmail.com>>
>
> Mart? Casals <mcasals at ...> writes:
>
> >
> > I?m working on the simulation results and I would like to know the
> > convergence of the GLMM model. For example, if I want to
> obtain the
> > converge in the glm case with R, I can extract:
> >
> > model1<-glm(................family=" ",data=)
> >
> > *model1$converged*
> >
> > [1] TRUE
> >
> > I don?t know if exist a similar function in the lme4 package
> (glmer ).
> >
>
> I think not.
> I believe the only way to do this (it may have been discussed
> before)
> is to use options(warning=2) to promote warnings to errors, then
> to use
> tryCatch() etc. to intercept the errors and store the
> information somewhere.
>
> http://comments.gmane.org/gmane.comp.lang.r.lme4.devel/8691
> https://stat.ethz.ch/pipermail/r-help/2012-February/302767.html
>
> I've added a bit on this to http://glmm.wikidot.com/faq, since
> it's
> not the first time it has come up ...
>
> Ben Bolker
>
> _______________________________________________
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>
>
>
>
> --
> Mart? Casals Toquero
>
> Centre d' Investigaci? Biom?dica d'Epidemiolog?a i Salut P?blica
>
> Ag?ncia de Salut P?blica de Barcelona
>
> Servei d' Epidemiologia
>
> Tel. 932384545 extensi?: 391
>
> mcasals at aspb.es <mailto:mcasals at aspb.es>
>
>
>
>
> --
> Mart? Casals Toquero
>
> Centre d' Investigaci? Biom?dica d'Epidemiolog?a i Salut P?blica
>
> Ag?ncia de Salut P?blica de Barcelona
>
> Servei d' Epidemiologia
>
> Tel. 932384545 extensi?: 391
>
> mcasals at aspb.es <mailto:mcasals at aspb.es>