Re: [R] glmmPQL and Convergence

From: Douglas Bates <dmbates_at_gmail.com>
Date: Sat 20 Aug 2005 - 23:41:35 EST

On 8/19/05, rab45+@pitt.edu <rab45+@pitt.edu> wrote:
> I fit the following model using glmmPQL from MASS:
>
> fit.glmmPQL <-
> glmmPQL(ifelse(class=="Disease",1,0)~age+x1+x2,random=~1|subject,family=binomial)
> summary(fit.glmmPQL)
>
> The response is paired (pairing denoted by subject), although some
> subjects only have one response. Also, there is a perfect positive
> correlation between the paired responses. x1 and x2 can and do differ
> within each pair. Here is the output:
>
> > summary(fit.glmmPQL)
> Linear mixed-effects model fit by maximum likelihood
> Data: fernando
> AIC BIC logLik
> 30.51277 49.25655 -9.256384
>
> Random effects:
> Formula: ~1 | subject
> (Intercept) Residual
> StdDev: 8.284993 4.113725e-09

Notice the value of the residual standard deviation. It's far too small (it should be approximately 1 for a binomial-response model fit by IRLS). You have perfect prediction in your model and surprisingly that is a problem in these models.

>
> Variance function:
> Structure: fixed weights
> Formula: ~invwt
> Fixed effects: ifelse(class == "Disease", 1, 0) ~ age + x1 + x2
> Value Std.Error DF t-value p-value
> (Intercept) -35.01862 2.4414559 123 -14.3 0
> age 0.59026 0.0441817 123 13.4 0
> x1 1.39317 0.0000014 41 1000507.2 0
> x2 0.93695 0.0000010 41 915150.3 0
> Correlation:
> (Intr) age x2
> age -0.952
> x1 0.000 0.000
> x2 0.000 0.000 -0.057
>
> Standardized Within-Group Residuals:
> Min Q1 Med Q3 Max
> -2.939213e+00 -2.509951e-07 -1.169248e-07 2.999710e-06 3.825035e+00
>
> Number of Observations: 168
> Number of Groups: 125
>
>
> The t-values are huge and the se's are correspondingly tiny. The model
> does a great job of discriminating between disease and no disease. But I
> have a feeling there is something wrong here. Is there something wrong
> with the type of model I'm trying to fit? If it weren't for the pairing I
> would just have used glm. Any insights would be appreciated.
>
> Rick B.
>
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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 Received on Sat Aug 20 23:47:00 2005

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