Re: [R] Fitting binomial lmer-model, high deviance and low logLik

From: Doran, Harold <HDoran_at_air.org>
Date: Wed 14 Dec 2005 - 22:11:12 EST


If you suspect a local maxima, have you tried different starting to values to see if the likelihood is maximized in the same place?

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Ivar Herfindal Sent: Wednesday, December 14, 2005 5:34 AM To: r-help@stat.math.ethz.ch
Subject: [R] Fitting binomial lmer-model, high deviance and low logLik

Hello

I have a problem when fitting a mixed generalised linear model with the lmer-function in the Matrix package, version 0.98-7. I have a respons variable (sfox) that is 1 or 0, whether a roe deer fawn is killed or not by red fox. This is expected to be related to e.g. the density of red fox (roefoxratio) or other variables. In addition, we account for family effects by adding the mother (fam) of the fawns as random factor. I want to use AIC to select the best model (if no other model selection criterias are suggested).

the syntax looks like this:
> mod <- lmer(sfox ~ roefoxratio + (1|fam), data=manu2,
family=binomial)

The output looks ok, except that the deviance is extremely high (1.798e+308).

> mod

Generalized linear mixed model fit using PQL Formula: sfox ~ roefoxratio + (1 | fam)

    Data: manu2
  Family: binomial(logit link)

            AIC BIC logLik deviance   1.797693e+308 1.797693e+308 -8.988466e+307 1.797693e+308 Random effects:

      Groups        Name    Variance    Std.Dev.
         fam (Intercept)      17.149      4.1412
# of obs: 128, groups: fam, 58

Estimated scale (compare to 1) 0.5940245

Fixed effects:

             Estimate Std. Error  z value Pr(>|z|)
(Intercept) -2.60841    1.06110 -2.45820  0.01396 *
roefoxratio  0.51677    0.63866  0.80915  0.41843

I suspect this may be due to a local maximum in the ML-fitting, since:

> mod@logLik

'log Lik.' -8.988466e+307 (df=4)

However,

> mod@deviance

       ML REML
295.4233 295.4562

So, my first question is what this second deviance value represent. I have tried to figure out from the lmer-syntax (https://svn.r-project.org/R-packages/trunk/Matrix/R/lmer.R) but I must admit I have problems with this.

Second, if the very high deviance is due to local maximum, is there a general procedure to overcome this problem? I have tried to alter the tolerance in the control-parameters. However, I need a very high tolerance value in order to get a more reasonable deviance, e.g.

> mod <- lmer(sfox ~ roefoxratio + (1|fam), data=manu2,
family=binomial,
control=list(tolerance=sqrt(sqrt(sqrt(sqrt(.Machine$double.eps))))))
> mod

Generalized linear mixed model fit using PQL Formula: sfox ~ roefoxratio + (1 | fam)

    Data: manu2
  Family: binomial(logit link)

       AIC BIC logLik deviance
  130.2166 141.6247 -61.10829 122.2166
Random effects:

      Groups        Name    Variance    Std.Dev.
         fam (Intercept)      15.457      3.9316
# of obs: 128, groups: fam, 58

Estimated scale (compare to 1) 0.5954664

Fixed effects:

             Estimate Std. Error  z value Pr(>|z|)
(Intercept) -2.55690    0.98895 -2.58548 0.009724 **
roefoxratio  0.50968    0.59810  0.85216 0.394127

The tolerance value in this model represent 0.1051 on my machine. Does anyone have an advice how to handle such problems? I find the tolerance needed to achieve reasonable deviances rather high, and makes me not too confident about the estimates and the model. Using the other methods, ("Laplace" or "AGQ") did not help.

My system is windows 2000,
> version

          _
platform i386-pc-mingw32

arch     i386
os       mingw32

system i386, mingw32
status
major 2
minor 2.0
year 2005
month 10
day 06
svn rev 35749
language R

Thanks

Ivar Herfindal

By the way, great thanks to all persons contributing to this package (and other), it makes my research more easy (and fun).



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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 Wed Dec 14 23:07:27 2005

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