Seyed Reza Jafarzadeh
2007-Apr-03 00:29 UTC
[R] lmer, CHOLMOD warning: matrix not positive definite
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
Douglas Bates
2007-Apr-03 17:03 UTC
[R] lmer, CHOLMOD warning: matrix not positive definite
On 4/2/07, Seyed Reza Jafarzadeh <srjafarzadeh at gmail.com> wrote:> 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 0.517Thanks for including the information that you did. Would you be kind enough to rerun the model that failed with the additional argument control = list(msVerbose = 1). That will help to show exactly what is happening to the parameter estimates in the model during the course of the iterations.