From: Doran, Harold <HDoran_at_air.org>

Date: Wed 14 Dec 2005 - 22:11:12 EST

system i386, mingw32

status

major 2

minor 2.0

year 2005

month 10

day 06

svn rev 35749

language R

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

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide!

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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

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

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).

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

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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