I am currently trying to understand the different output I receive when fitting a negative binomial mixed-effects model with both glmer.nb and glmmPQL. I run the first via glmer_nb = glmer.nb(outcome~1+x+y+(1|subject),data=data) and the second via glm_nb <- glm.nb(outcome~1+x+y, data = data) theta = theta of glm_nb1 (e.g, in my case 0.97) glmm_pql = glmmPQL(outcome~1+x+y, random=list(~1|subject),data=data, family = negative.binomial(theta = 0.97 , link = log)) For the glmer_nb model I receive multiple no convergence warnings: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, : Model is nearly unidentifiable: very large eigenvalue - Rescale variables?Warning message: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv, : Model failed to converge with max|grad| = 0.0010975 (tol = 0.001, component 1)Warning message: The glmm_pql runs fine (much faster as well) In general, the coefficients are very similar. However, when looking at the residuals I can identify vast differences. The residual diagnostics can be seen here: http://imgur.com/a/MhZRu Please enlarge the pngs to properly see them. http://imgur.com/pdtVumg shows fitted vs. residuals for glm_nb http://imgur.com/B0Qp6g9 shows qqnorm residuals for glm_nb http://imgur.com/OVObgCz shows a qqplot based on random variates for a nb distr derived as follows: getME(glmer_nb, "glmer.nb.theta") 10.0560436934476 nbquant<-rnbinom(n=length(data$outcome), size=10, mu=mean(data$size)) qqplot(nbquant,resid(glmer_nb)) http://imgur.com/ByUKR5b shows fitted vs. residuals for glmm_pql http://imgur.com/Bg6qpnR shows qqnorm for residuals for glmm_pql http://imgur.com/kDta9j9 shows qqplot based on random variates as above nbquant<-rnbinom(n=length(data$outcome), size=0.97, mu=mean(data$outcome)) qqplot(nbquant,resid(glmm_pql)) My main questions now are: 1.) Can someone explain to me the differences in residual distributions? 2.) How much impact should I give the no convergence 3.) What are some general guidelines for diagnosing residual plots in glmers (this is a more abstract and larger question). Thanks! Philipp
Understanding different (residual) output for glmer.nb vs glmmPQL
1 message · Philipp Singer