Giuseppe Pagnoni
2013-Jun-07 08:51 UTC
[R] Function nlme::lme in Ubuntu (but not Win or OS X): "Non-positive definite approximate variance-covariance"
Dear all,
I am estimating a mixed-model in Ubuntu Raring (13.04¸ amd64), with the
code:
fm0 <- lme(rt ~ run + group * stim * cond,
random=list(
subj=pdSymm(~ 1 + run),
subj=pdSymm(~ 0 + stim)),
data=mydat1)
When I check the approximate variance-covariance matrix, I get:
> fm0$apVar
[1] "Non-positive definite approximate variance-covariance"
*However*, if I do the same on a Windows or a Mac OS X machine, I get:
> fm0$apVar
reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1
reStruct.subj1 1.952757e-01 3.130089e-01 5.766955e-01 -0.1034862377
reStruct.subj2 3.130089e-01 5.703211e-01 9.864047e-01 -0.1937902915
reStruct.subj3 5.766955e-01 9.864047e-01 1.861434e+00 -0.3303689957
reStruct.subj1 -1.034862e-01 -1.937903e-01 -3.303690e-01 0.0941652375
reStruct.subj2 -3.464557e-03 -5.933008e-03 -1.102904e-02 0.0163847582
reStruct.subj3 -6.826057e-01 -1.186231e+00 -2.122872e+00 0.3705613715
lSigma -2.058254e-06 -4.764783e-06 1.653583e-05 -0.0000146693
reStruct.subj2 reStruct.subj3 lSigma
reStruct.subj1 -3.464557e-03 -6.826057e-01 -2.058254e-06
reStruct.subj2 -5.933008e-03 -1.186231e+00 -4.764783e-06
reStruct.subj3 -1.102904e-02 -2.122872e+00 1.653583e-05
reStruct.subj1 1.638476e-02 3.705614e-01 -1.466930e-05
reStruct.subj2 1.931738e-02 -2.020354e-02 -1.925015e-05
reStruct.subj3 -2.020354e-02 2.825301e+00 2.967063e-05
lSigma -1.925015e-05 2.967063e-05 6.299813e-05
attr(,"Pars")
reStruct.subj1 reStruct.subj2 reStruct.subj3 reStruct.subj1 reStruct.subj2
4.570267 4.299735 1.282732 4.859346 3.206102
reStruct.subj3 lSigma
-2.631377 5.308304
attr(,"natural")
[1] TRUE
I am unable to figure out the reason why I get such a difference in the
output: all the machines are running the latest version of R (3.0.1) and
nlme package (3.1-109) as of today (updated from the CRAN master site).
Many thanks in advance for any suggestions,
best
giuseppe
--
Giuseppe Pagnoni
Dip. Scienze Biomediche, Metaboliche e Neuroscienze
Sezione Fisiologia e Neuroscienze
Univ. di Modena e Reggio Emilia
Via Campi 287
I-41125 Modena, Italy
Tel: +39-059-205-5742
Fax: +39-059-205-5363
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