Re: [R] Problem on glmer

From: Zhang,Yanwei <Yanwei.Zhang_at_cna.com>
Date: Tue, 17 May 2011 13:11:58 -0500

Hglm does the work! Thanks!

Also, I find that the developing version of lme4, called lme4a, has the capability to fit Gamma models. And both lme4a and hglm produce results consistent with the published ones.

Problems solved!

Wayne (Yanwei) Zhang
Statistical Research
>CNA
-----Original Message-----
From: Dennis Murphy [mailto:djmuser_at_gmail.com] Sent: Tuesday, May 17, 2011 12:46 PM
To: Zhang,Yanwei
Cc: r-help_at_r-project.org
Subject: Re: [R] Problem on glmer

Hi:

This might be helpful:

http://glmm.wikidot.com/faq

It has some commentary and potential workarounds re gamma GLMMs toward the bottom of the page. I might also suggest that r-sig-mixed-models might be a better forum for these types of questions; you can subscribe by going to

http://www.r-project.org/mail.html

and scrolling down a bit to where the special interest groups are listed. Same process as subscribing to R-help.

Dennis

On Tue, May 17, 2011 at 7:17 AM, Zhang,Yanwei <Yanwei.Zhang_at_cna.com> wrote:
> Hi Dennis,
>
> Thanks for your input. I am quite shocked that the Gamma model is not implemented in glmer yet, but do you happen to know if there is other packages in R that could fit Gamma hierarchical models besides MASS? The glmmPQL results are a bit off compared to what have been published.  Thanks.
>
>
>
> Wayne (Yanwei) Zhang
> Statistical Research
>>CNA
>
> -----Original Message-----
> From: Dennis Murphy [mailto:djmuser_at_gmail.com]
> Sent: Tuesday, May 17, 2011 3:05 AM
> To: Zhang,Yanwei
> Cc: r-help_at_r-project.org
> Subject: Re: [R] Problem on glmer
>
> Hi:
>
> I believe that the problem with the glmer() call is that you are
> invoking the Gamma family, which appears not to be implemented at
> present. See
>
> http://r-project.markmail.org/search/?q=r-sig-mixed-models#query:r-sig-mixed-models%20date%3A201105%20+page:8+mid:q2b2uoupejdzmvtl+state:results
>
> Dennis
>
> On Mon, May 16, 2011 at 3:31 PM, Zhang,Yanwei <Yanwei.Zhang_at_cna.com> wrote:
>> Hi all,
>>
>> I was trying to fit a Gamma hierarchical model using "glmer", but got weird error message that I could not understand. On the other hand, a similar call to the glmmPQL leads to results that are close to what I expect. I also tried to change tha "nAGQ" argument in "glmer", but it did not solve the problem. The model I was fitting has a simple structure - one hierarchy and one offset, and I did not expect "glmer" to fail on this simple data set. Did I specify something wrong here? I appreciate any help. Thanks in advance.
>>
>> #############################################################
>> ## Code to fit the model
>> #############################################################
>> library(MASS)
>> library(lme4)
>> address <- "http://instruction.bus.wisc.edu/jfrees/jfreesbooks/Longitudinal%20and%20Panel%20Data/Book/Data/TXTData/WorkerC.txt"
>> wc <- read.table(address,header=T)
>> # clean data
>> cl <- unique(wc$CL[wc$LOSS==0])
>> wc2 <- subset(wc, !(CL %in% cl) )
>> # fit model
>> fit1 <- glmmPQL(LOSS~ YR+offset(log(PR)), random=~1|CL,family=Gamma(link="log"),
>>          data=wc2)
>> fit2 <- glmer(LOSS~ (1|CL) + YR+offset(log(PR)), family=Gamma(link="log"),
>>          data=wc2)
>>
>>
>> #############################################################
>> ## Results of fit1 and fit2
>> #############################################################
>>
>>> fit1
>> Linear mixed-effects model fit by maximum likelihood
>>  Data: wc2
>>  Log-likelihood: NA
>>  Fixed: LOSS ~ YR + offset(log(PR))
>>  (Intercept)            YR
>> -4.2830507147  0.0005085944
>>
>> Random effects:
>>  Formula: ~1 | CL
>>        (Intercept)  Residual
>> StdDev:   0.8313193 0.5346455
>>
>> Variance function:
>>  Structure: fixed weights
>>  Formula: ~invwt
>> Number of Observations: 700
>> Number of Groups: 100
>>> fit2
>> Error in asMethod(object) : matrix is not symmetric [1,2]
>>
>>
>>
>>
>> Wayne (Yanwei) Zhang
>> Statistical Research
>> CNA
>> Email: Yanwei.Zhang_at_cna.com<mailto:Yanwei.Zhang_at_cna.com>
>>
>>
>>
>>
>> NOTICE:  This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information.
>> If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited.
>> If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help_at_r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> NOTICE:  This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information.
> If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited.
> If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.
>

NOTICE: This e-mail message, including any attachments and appended messages, is for the sole use of the intended recipients and may contain confidential and legally privileged information. If you are not the intended recipient, any review, dissemination, distribution, copying, storage or other use of all or any portion of this message is strictly prohibited. If you received this message in error, please immediately notify the sender by reply e-mail and delete this message in its entirety.



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 17 May 2011 - 18:14:57 GMT

This quarter's messages: by month, or sorted: [ by date ] [ by thread ] [ by subject ] [ by author ]

All messages

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 17 May 2011 - 18:40:07 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive