From: <KKThird_at_Yahoo.Com>

Date: Sat 24 Jul 2004 - 06:10:51 EST

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 24 06:17:29 2004

Date: Sat 24 Jul 2004 - 06:10:51 EST

Hello all.

I'm doing a simulation study where I will be making use of the 'nlme' package. I want to loosen up the convergence criteria so that I increase the likelihood of convergence (potentially at the cost of obtaining slightly less than ideal results). The parameters in the function nlmeControl() control the convergence criteria. These default values can be modified to make convergence critera more or less stringent. In an effort to get more converging results, I first increased the iterations for 'maxIter', 'pnlsMaxIter', 'msMaxIter', and 'niterEM' by a factor of 20. I don't believe there is any harm in doing this.

There are a few parameters, however, in the nlme controls that I'm not quite sure what they mean or do. For example, exactly what is 'minScale?' The help file says that it is "the minimum factor by which to shrink the default step size in an attempt to decrease the sum of squares in the 'PNLS' step." What does it mean to increase the default value? Will increasing this value lead to more convergence because the criteria is more liberal?

Is the tolerance criteria met when the change in the log likelihood is reduced below the specified value, or is it a value other than the log likelihood? What about for the pnlsTol? That is, what is the quantity whose change must be less than pnlsTol to continue?

Is there anything wrong with reducing 'minAbsParApVar' to zero (so that a parameter can be fixed across all individuals and thus not have a variance)?

Is anything, other than the help file, written about the default control parameters for nlme? Perhaps I missed it, but I didn't see anything in Pinheiro and Bates (2000). To some extent the default parameters are arbitrary, so I'm interested in knowing if someone has opinions or has considered changing them.

Thanks for any thoughts,

Ken

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R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 24 06:17:29 2004

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