Dear list, This question builds on a question posted some days ago: https://stat.ethz.ch/pipermail/r-sig-mixed-models/2015q2/023697.html I'm attempting to fit a multivariate mixed-model. MCMCglmm can do the job pretty well, but I have strong temporal autocorrelation in my residuals, which cannot be accounted for in MCMCglmm. So I'm trying in lme. My dataset includes 274 individuals for which a total of 8 traits were measured on a monthly basis until they died. The total study period covers three years, but each individual was only monitored several months within that period (mean=8 months, this is 8 replicates). Following the suggestions by Thierry in my previous question, I built this model: model=lme(value~trait-1,data=longtwo,random=~trait-1|id,weights=varIdent(form=~1|trait),correlation=corAR1(form=~tim|id/trait)) I'm trying to run it in an increase order of complexity, this is, first I try with two traits (bivariate model), then three traits, and so on until I get convergence problems. Ideally, I'd like to include all my 8 traits in the model, as I was able to do that in MCMCglmm. But I guess this is not possible. My objective is to get the variance-covariance matrices at the residual (within individual) and random (among-individual) levels. I want to fit the equivalent to "us" structure in MCMCglmm. This is, unstructured (all covariances are estimated). My problem: the model only runs with two traits. When I include three, I get an error. Code: # runs ok with two traits datatwo=data[data$trait=="trait1"|data$trait=="trait2",] mod2=lme(value~trait-1,data=datatwo,random=~trait-1|id,weights=varIdent(form=~1|trait),correlation=corAR1(form=~tim|id/trait)) summary(mod2) # doesn't converge with these three traits datathree=data[data$trait=="trait2"|data$trait=="trait3"|data$trait=="trait8",] mod3=lme(value~trait-1,data=datathree,random=~trait-1|id,weights=varIdent(form=~1|trait),correlation=corAR1(form=~tim|id/trait)) Error in lme.formula(value ~ trait - 1, data = datathree, random = ~trait - : nlminb problem, convergence error code = 1 message = iteration limit reached without convergence (10) Increasing maxIter to 200 does not solve the problem My questions: 1- Assuming that the model is correctly specified, is this lack of convergence normal/expected? I was hoping that the model could converge with 3-4-5 traits assuming that I have a quite large dataset with many replicates per individual. 2- Assuming that lme cannot do the job (convergence problems), what would be the best alternative knowing that temporal autocorrelation has to be accounted for? Thierry suggested INLA, any other option? 3- In case I manage to run the models in lme, how can I extract the variance-covariance matrices at both levels (residual and random)? Data is available here: https://drive.google.com/file/d/0B8zYlm7MEMdfUG1fejdlOHA4ZFk/view?usp=sharing Thanks a lot!
convergence issues in multivariate mixed-model in lme
2 messages · David Villegas Ríos, David Duffy
Only traits 2, 7 and 8 seem to have much relationship with tim, and there are a few outliers in there. Did the multitrait model run OK when you just use the mean trait value across occasions? | David Duffy (MBBS PhD) | email: David.Duffy at qimrberghofer.edu.au ph: INT+61+7+3362-0217 fax: -0101 | Genetic Epidemiology, QIMR Berghofer Institute of Medical Research | 300 Herston Rd, Brisbane, Queensland 4006, Australia GPG 4D0B994A