inconsistent results between lme4 and lme4.0

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Kevin Wright <kw.stat at ...> writes:

I had an example with noticeable differences as well.  For me, using
optimizer="bobyqa" seemed to work better.

Kevin

I did try this with bobyqa and got better answers:

sim <- function(N, n) { c.mer(lmer(y ~ x1 + x2 + (1 | grp), dgp())) }
sim2 <- function(N, n) { c.mer(lmer(y ~ x1 + x2 + (1 | grp), dgp(),
                         control=lmerControl(optimizer="bobyqa"))) }

set.seed(080813)
apply(sapply(1:nsims, sim), 1, function(xx) c(mean(xx),sd(xx)))
# the means, in row 1, should be 1s across the board... but aren't
##     (Intercept)          x1       x2 grp.(Intercept)
## [1,]    1.418810 -0.02859056 0.143737        1.151423 2.0353251
## [2,]    1.474223  0.28381662 2.815086        1.138676 0.6091787

set.seed(080813)
apply(sapply(1:nsims, sim2), 1, function(xx) c(mean(xx),sd(xx)))
##      (Intercept)        x1       x2 grp.(Intercept)          
## [1,]   0.9694322 1.0135719 1.168296       1.0372534 1.0239419
## [2,]   1.2322048 0.1949554 2.157951       0.9658897 0.2899341

detach(package:lme4)
library(lme4.0) # lme4.0_0.9999-1

apply(sapply(1:nsims, sim), 1, function(xx) c(mean(xx),sd(xx)))
##      (Intercept)        x1       x2 grp.(Intercept)          
## [1,]    1.055962 1.0008875 1.050862        1.124547 1.0029512
## [2,]    1.335184 0.2055197 2.288807        1.155740 0.2802394

   We will try to look into this.  It's rather difficult to come
up with numerical methods that are uniformly better (although we
were hoping ...) -- we have also certainly seen a number of cases
where lme4 does much better than lme4.0 ...  ideally we can at
least find numeric summaries that will warn of dangerous situations.

  cheers
    Ben Bolker

On Thu, Aug 8, 2013 at 4:52 PM, Malcolm Fairbrother <
M.Fairbrother at ...> wrote:

Dear list,

My understanding is that a 1.0 version of lme4 is coming out soon, but
currently I'm getting some disconcerting results from a simple 

simulation.

lme4.0, in contrast, generates sensible results. I was investigating the
properties of mixed models fitted to very small numbers of 

level-2 units,

and got the results below. Maybe there's some reason for this, 

but I'd be

interested to hear... Or alternatively, I thought people might be
interested to know.

Cheers,
Malcolm