[R] lmer, CHOLMOD warning: matrix not positive definite

From: Seyed Reza Jafarzadeh <srjafarzadeh_at_gmail.com>
Date: Tue 03 Apr 2007 - 00:29:30 GMT

Hi,

I am getting a warning message when I am fitting a generalized linear mixed model (m1.2 below).

CHOLMOD warning: matrix not positive definite  Error in objective(.par, ...) : Cholmod error `matrix not positive definite' at file:../Supernodal/t_cholmod_super_numeric.c, line 614

Any idea?

Thanks for your help,
Reza

 > sessionInfo()
R version 2.4.1 (2006-12-18)
 i386-pc-mingw32

locale:
 LC_COLLATE=English_United States.1252;LC_CTYPE=English_United States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252

attached base packages:
 [1] "stats" "graphics" "grDevices" "utils" "datasets" "methods" "base"

 other attached packages:

       lme4 Matrix lattice
"0.9975-13" "0.9975-11" "0.14-17"

 > m1.1 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (1 | pm), data = mydata[1:1392,], family = quasipoisson)  > m1.1
Generalized linear mixed model fit using Laplace  Formula: o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (1 | pm)    Data: mydata[1:1392, ]
 Family: quasipoisson(log link)
  AIC BIC logLik deviance
 2622 2675 -1301 2602
Random effects:

 Groups   Name        Variance Std.Dev.
 prov     (Intercept) 0.495021 0.70358
 pm       (Intercept) 0.047755 0.21853
 Residual             1.935867 1.39135

number of obs: 1392, groups: prov, 24; pm, 12

Fixed effects:

             Estimate Std. Error t value (Intercept) -0.207562 0.202715 -1.024

 pv1o         0.056575   0.006861   8.246
pv2o         0.023042   0.007216   3.193
 pv1toa       0.026497   0.003309   8.008
pv2toa      -0.001075   0.003467   -0.310
sesblf2      0.307805   0.195291   1.576
 sesblf3      0.067867   0.194097   0.350
sesblf4      0.232652   0.194075   1.199

Correlation of Fixed Effects:
         (Intr) pv1o   pv2o   pv1toa pv2toa ssblf2 ssblf3
pv1o     0.035

pv2o -0.014 -0.568
 pv1toa 0.017 -0.239 0.050
pv2toa -0.104 0.035 -0.267 -0.772
sesblf2 -0.498 -0.038 0.037 -0.067 0.102  sesblf3 -0.483 -0.042 0.021 -0.096 0.085 0.508 sesblf4 -0.483 -0.052 0.029 -0.099 0.083 0.508 0.518

> m1.2 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (1 | pm), data = mydata[1:1392,], family = quasipoisson)
CHOLMOD warning: matrix not positive definite  Error in objective(.par, ...) : Cholmod error `matrix not positive definite' at file:../Supernodal/t_cholmod_super_numeric.c, line 614

> m1.3 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (1 | pm), data = mydata[1:1392,], family = quasipoisson)
> m1.3
Generalized linear mixed model fit using Laplace Formula: o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (1 | pm)

   Data: mydata[1:1392, ]
 Family: quasipoisson(log link)
  AIC BIC logLik deviance
 2459 2522 -1218 2435
Random effects:

 Groups   Name        Variance   Std.Dev. Corr
 prov     (Intercept) 0.88071235 0.938463
          pv1toa      0.00065327 0.025559 -0.712
 pm       (Intercept) 0.04588791 0.214215
 Residual             1.76873748 1.329939
number of obs: 1392, groups: prov, 24; pm, 12

Fixed effects:

              Estimate Std. Error t value

(Intercept) -0.3854583  0.2384690  -1.616
pv1o         0.0545945  0.0069507   7.855
pv2o         0.0266912  0.0072733   3.670
pv1toa       0.0369315  0.0063083   5.854
pv2toa      -0.0008906  0.0034099  -0.261
sesblf2      0.3326815  0.1908401   1.743
sesblf3      0.1012759  0.1896883   0.534
sesblf4      0.1968002  0.1899092   1.036

Correlation of Fixed Effects:
        (Intr) pv1o   pv2o   pv1toa pv2toa ssblf2 ssblf3
pv1o     0.016
pv2o    -0.023 -0.306
pv1toa  -0.485 -0.143 -0.014
pv2toa  -0.080 -0.055 -0.306 -0.367
sesblf2 -0.414 -0.037  0.033 -0.028  0.099
sesblf3 -0.402 -0.034 0.027 -0.046 0.080 0.509 sesblf4 -0.399 -0.039 0.031 -0.056 0.079 0.507 0.517

R-help@stat.math.ethz.ch 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 Apr 03 10:35:25 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 03 Apr 2007 - 17:30:55 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.