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GAMM (gamm4) warning: Hessian vs. RX var-cov

These warnings should not affect the log-likelihood/AIC values in any 
case, they only refer to estimates of the covariance matrices of the 
fixed-effect parameters (which in this case will probably correspond to 
the non-penalized linear terms associated with most of the smooths).

  1. I'm not sure why use say "the smaller data sets" in this case: are 
you getting the warnings mostly with the models of smaller data sets? 
(You don't say that explicitly.)

2. I think it is probably OK to move forward with model selection and 
averaging.

The main thing to check is that the standard errors of the 
parameters/predictions seem reasonable.

   As a cross-check you could try fitting the same model with glmmTMB: I 
believe this model could also be fitted with the latest version of 
glmmTMB (although I would recommend using random effects of the form 
(1|boat_id) rather than s(boat_id, bs = 're') for the terms with bs = 're'

   A gold standard for the covariance estimates, if you're worried about 
this, is to run parametric bootstraps (or cluster-aware bootstraps as in 
the lmeresampler package), although I'm not sure how well these work 
with gamm4/uGamm models ...
On 2023-12-31 6:07 p.m., Meaghan Rupprecht wrote: