Displaying 20 results from an estimated 10000 matches similar to: "Covariance structure determination when lmer has false convergence."
2008 Feb 13
1
lmer: Estimated variance-covariance is singular, false convergence
Dear R Community!
We analyse the impact of climbing activity on cliff vegetation. During
our fieldwork, we recorded 90 Transects in 3 climbing sites. The aim is
to see, if the plant cover (response: Cover) is influenced only by
crevice availability (predictor: Cracs), or, additional, by the distance
to the climbing route (predictor: Distance). Six plots are nested within
one Transect
2009 Dec 11
1
Notification of false convergence with lmer()
I am running the lmer() command in a for loop and occasionally a particular
iteration is producing the false convergence warning. I would like to be
able to mark these iterations with a dummy variable, but I can't find any
other notification besides the warning message, which, in a for loop, only
is printed after the loop is finished (which does not allow me to see which
iteration it happened
2009 Apr 15
0
False convergence error with lmer (package lme4) - What does it mean?
Hello,
I've run 7 candidate models using mixed-effects logistic regression with
the lmer function from the lme4 package, and I'm getting the following
error for 5 of those models: Warning message: In mer_finalize(ans : false
convergence (8). The candidate models all run with the same data, just
slightly different formulas (for AIC model selection). Can anyone explain
this error to
2008 Oct 12
0
false convergence (8) after removal of the two-way interaction
Dear All,
I am working with a generalized linear mixed-effects model with poisson error using the lme4 package in R. I created a model with the lmer function including some main effects, three two way interactions and two random effects.
The model works well, but I have troubles when removing on of the two-way interactions. The Warning message: "In mer_finalize(ans) : false convergence
2005 Dec 02
1
covariance structures in lmer
Hi,
I usually use lme from the nlme library. Now I have read an article about
lmer in Rnews and lmer seemed to me more comfortable to use. Unfortunately,
I didn't find out how to use covariance structures (e. g. corSymm(),
corAR1()). Is there a way to use them similarly as in lme ? Is it
implemented ? If somebody knows, please let me know.
Thank you very much in advance,
Stephan
2009 Oct 29
1
singular variance-covariance warning in lmer
Dear R Users,
I was hoping for some help with a recurrent error message in lmer. I am trying to model the effect of temperature on metabolic rate in animals (response = int.length) at different temperatures (mean.sst), with repeated measurements on the same individuals (random effect = female). Ideally I would make a random slope and intercept model where the rate can change differently with
2005 Nov 21
1
singular convergence with lmer function i lme4
Dear R users,
I am trying to fit a GLMM to the following dataset;
tab
a b c
1 1 0.6 199320100313
2 1 0.8 199427100412
3 1 0.8 199427202112
4 1 0.2 199428100611
5 1 1.0 199428101011
6 1 0.8 199428101111
7 0 0.8 199527103011
8 1 0.6 199527200711
9 0 0.8 199527202411
10 0 0.6 199529100412
11 1 0.2 199626201111
12 2 0.8 199627200612
13 1 0.4 199628100111
14 1 0.8
2007 Apr 11
1
help with lmer,
Hi R-users:
New to R and I am trying to run a GLM with random effects.
I have 3 replicates ('Replicate) of counts of parasites ('nor.tot.lep')
before and after an experiment ('In.Out'). When I run lmer I get the
error messages (16 of each) below...
> lmer(nor.tot.lep ~ In.Out + (In.Out|Replicate),data=coho, family
=tweedie(var.power = 1,
+ link.power = 1))
Generalized
2012 Feb 07
1
lme, lmer, convergence
Hello, all,
I am running some simulations to estimate power for a complicated epidemiological study, and am using lme and lmer to get these estimates. I have to run a few thousand iterations, and once in a great while, an iteration will create fake data such that the model won't converge. I see from Google searches that this is not an uncommon situation.
My question: is there a way to
2005 Oct 10
1
lmer / variance-covariance matrix random effects
Hello,
has someone written by chance a function to extract the
variance-covariance matrix from a lmer-object? I've noticed the VarCorr
function, but it gives unhandy output.
Regards,
Roel de Jong
2008 Oct 09
1
Altering the cube around a wireframe plot.
I'm trying to create a 3D plot using wireframe with certain parts removed. I would like to get rid of the part of the outer cube that crosses over the plot leaving the back two walls and the axes. It would also be useful to put lines in the plot separate from the wireframe call. I've looked through the documentation and have not been able to find such a request. Here is my code
2010 Feb 04
0
GLMM and false convergence (8) warnings
Hi,
I am doing a binomial GLMM with a random intercept using the formula below,
but I always get the same warning message.
> m01 <- lmer(pres~ HT + DN + dtree + DNm + cmnhi + cmxes + cplan + craan +
lfphal0100 + lfov0100 + lfop0100 + (1|plot), family=binomial, data=vphal,
verbose=TRUE)
0: 6309.9448: 0.459924 -5.20747 -0.378722 0.558779 -0.200922
-0.0488451 -0.397844 0.367916 -2.09820
2009 Feb 12
2
Problem with lmer and wiki example
I am trying to duplicate the example by Spencer Graves in the wiki,
using lmer with the Nozzle data.
http://wiki.r-project.org/rwiki/doku.php?id=guides:lmer-tests
However the Chisq value and the fitAB values that are calculated are
different compared to those in the example. I also get a warning message
when I attempt the fitAB. Does anyone have any guidance as to why this
might happen and how
2005 Dec 12
2
convergence error (lme) which depends on the version of nlme (?)
Dear list members,
the following hlm was constructed:
hlm <- groupedData(laut ~ design | grpzugeh, data = imp.not.I)
the grouped data object is located at and can be downloaded:
www.anicca-vijja.de/lg/hlm_example.Rdata
The following works:
library(nlme)
summary( fitlme <- lme(hlm) )
with output:
...
AIC BIC logLik
425.3768 465.6087 -197.6884
Random effects:
2009 Jul 12
0
Specifying a more complex covariance matrix in lme or lmer
Hi all,
I've searched threads and read up on some ways of doing this but I'm having
a hard time to get it to work. Here's my basic problem. I have the
following linear mixed model
y = Xb+Zu+e
where u~N(0,s^2*K) where K is a matrix.
I read a thread that basically suggested to decompose Zu into ZPD^(1/2)
D^(-1/2)P'u so that (D^(-1/2)P'u)~N(0,s'^2I) but I'm not sure
2008 Oct 13
0
correlation structure in gls or lme/lmer with several observations per day
Hi,
To simplify, suppose I have 2 observations each day for three days. I
would like to define the correlation structure of these 6 observations
as follows: the correlation of 2 observations on the same day is, say,
alpha, the correlation for 2 observations one day apart is rho and the
correlation for 2 observations 2 days apart is rho^2. I.e. I would like
to have an AR1 correlation + a
2017 Dec 26
1
identifying convergence or non-convergence of mixed-effects regression model in lme4 from model output
Hi R community!
I've fitted three mixed-effects regression models to a thousand
bootstrap samples (case-resampling regression) using the lme4 package in
a custom-built for-loop. The only output I saved were the inferential
statistics for my fixed and random effects. I did not save any output
related to the performance to the machine learning algorithm used to fit
the models (REML=FALSE).
2012 Dec 29
1
AIC values with lmer and anova function
Dear colleagues,
I have a data from a repeated measures design that I'm analysing through a
mixed model. Nine independent sampling units (flasks with culture medium
with algae) were randomly divided into 3 groups ("c", "t1", "t2"). There is
no need for inclusion of the random effect of the intercept, because the
nine sample units are homogeneous among each other
2012 Jun 03
0
multiple variance structure in lmer giving zero variances
Hi all,
I’m hoping someone might be able to help me out. Forgive me if my mistake
is something simple. I am new to mixed models, new to R, and new to lme4
and am struggling to figure everything out. I have two questions that I am
hoping someone can answer.
1) Am I using the correct random structure for my model?
2) Can someone help me figure out what is wrong with my syntax to code for
random
2009 Jun 15
2
GARCH:: False Convergence
Dear R users,
I am trying to use tseries' garch function in order to determine the
volatility of a return series generated by quantmod. Here is the code that I
am using:
> library(quantmod)
> getSymbols("AAPL")
convert daily closing prices into continuous log returns
> dret<-dailyReturn(AAPL,type='log')
check to see that the autocorrelations decay
>