rlme4multi-levelconvergence

model failed to converge or not in r (lme4)


(the data is not my data, but from stack overflow website)

library(lme4)
read.table(textConnection("duration season  sites   effect
                          4d    mon s1  7305.91
                          4d    mon s2  856.297
                          4d    mon s3  649.93
                          4d    mon s1  10121.62
                          4d    mon s2  5137.85
                          4d    mon s3  3059.89
                          4d    mon s1  5384.3
                          4d    mon s2  5014.66
                          4d    mon s3  3378.15
                          4d    post    s1  6475.53
                          4d    post    s2  2923.15
                          4d    post    s3  554.05
                          4d    post    s1  7590.8
                          4d    post    s2  3888.01
                          4d    post    s3  600.07
                          4d    post    s1  6717.63
                          4d    post    s2  1542.93
                          4d    post    s3  1001.4
                          4d    pre s1  9290.84
                          4d    pre s2  2199.05
                          4d    pre s3  1149.99
                          4d    pre s1  5864.29
                          4d    pre s2  4847.92
                          4d    pre s3  4172.71
                          4d    pre s1  8419.88
                          4d    pre s2  685.18
                          4d    pre s3  4133.15
                          7d    mon s1  11129.86
                          7d    mon s2  1492.36
                          7d    mon s3  1375
                          7d    mon s1  10927.16
                          7d    mon s2  8131.14
                          7d    mon s3  9610.08
                          7d    mon s1  13732.55
                          7d    mon s2  13314.01
                          7d    mon s3  4075.65
                          7d    post    s1  11770.79
                          7d    post    s2  4254.88
                          7d    post    s3  753.2
                          7d    post    s1  11324.95
                          7d    post    s2  5133.76
                          7d    post    s3  2156.2
                          7d    post    s1  12103.76
                          7d    post    s2  3143.72
                          7d    post    s3  2603.23
                          7d    pre s1  13928.88
                          7d    pre s2  3208.28
                          7d    pre s3  8015.04
                          7d    pre s1  11851.47
                          7d    pre s2  6815.31
                          7d    pre s3  8478.77
                          7d    pre s1  13600.48
                          7d    pre s2  1219.46
                          7d    pre s3  6987.5
                          "),header=T)->dat1

lmer(effect ~ duration + (1+duration|sites) +(1+duration|season),
     data=dat1)

REML=TRUE is default, so I did not put that.

one computer (which one is better one) give me this output

Linear mixed model fit by REML. t-tests use Satterthwaite's method ['lmerModLmerTest']
Formula: effect ~ duration + (1 + duration | sites) + (1 + duration |      season)
   Data: dat1

REML criterion at convergence: 969

Scaled residuals: 
    Min      1Q  Median      3Q     Max 
-2.0515 -0.6676  0.0075  0.5333  3.2161 

Random effects:
 Groups   Name        Variance Std.Dev. Corr
 sites    (Intercept) 8033602  2834         
          duration7d  1652488  1285     1.00
 season   (Intercept)       0     0         
          duration7d  1175980  1084      NaN
 Residual             5292365  2301         
Number of obs: 54, groups:  sites, 3; season, 3

Fixed effects:
            Estimate Std. Error       df t value Pr(>|t|)  
(Intercept) 4183.896   1695.252    2.008   2.468    0.132  
duration7d  3265.641   1155.357    3.270   2.827    0.060 .
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Correlation of Fixed Effects:
           (Intr)
duration7d 0.520 
optimizer (nloptwrap) convergence code: 0 (OK)
boundary (singular) fit: see ?isSingular
Warning message:
Model failed to converge with 1 negative eigenvalue: -2.3e+01

Because of this warning message, I thought this model failed to converge. However, my advisor said this is unclear because that eigenvalue is really close to 0.

A more confusing point is that, if I ran the same code on a different computer, the results are like this

Linear mixed model fit by REML ['lmerMod']
Formula: effect ~ duration + (1 + duration | sites) + (1 + duration |      season)
   Data: dat1
REML criterion at convergence: 968.9574
Random effects:
 Groups   Name        Std.Dev. Corr
 sites    (Intercept) 2834         
          duration7d  1285     1.00
 season   (Intercept)    0         
          duration7d  1084      NaN
 Residual             2301         
Number of obs: 54, groups:  sites, 3; season, 3
Fixed Effects:
(Intercept)   duration7d  
       4184         3266  
optimizer (nloptwrap) convergence code: 0 (OK) ; 0 optimizer warnings; 1 lme4 warnings 

In here, there is no "failed to converge" error message. So, I am really confused whether this is converged or failed to converge.

Added to that, in my previous question (How can I know whether the model is converged or failed to converge in lme4 without warning message in r?) @Robert Long gave me really helpful function to indicate whether certain model has converged or not

# helper function
# Has the model converged ?

hasConverged <- function (mm) {
  
  if ( !inherits(mm, "merMod")) stop("Error: must pass a lmerMod object")
  
  retval <- NULL
  
  if(is.null(unlist(mm@optinfo$conv$lme4))) {
    retval = 1
  }
  else {
    if (isSingular(mm)) {
      retval = 0
    } else {
      retval = -1
    }
  }
  return(retval)
}`

if I use this function it gives me 0, which means that it converges , but singular fit.

But again, due to "Model failed to converge with 1 negative eigenvalue: -2.3e+01" this warning message, I am so confused.

I need a function to indicate whether the certain model has converged or not. but I am not sure which element indicate whether the model converges or not (@optinfo$conv$lme4 was highly suspicious, but as you can see above, I am so confused)

(TMI: the ultimate goal is to calculate the convergence rate in my multilevel simulation study).


Solution

  • Because of this warning message, I thought this model failed to converge. However, my advisor said this is unclear because that eigenvalue is really close to 0.

    No, the model has converged. I do not get the Model failed to converge with 1 negative eigenvalue message with your data.

    It has converged to a singular fit, and this is because the model is overfitted. You have only 3 sites and 3 seasons and you are also fitting random slopes for duration over both grouping variables. Try this instead:

     lmer(effect ~ duration + (1|sites) +(1|season), data = dat1)
    

    However, 3 is really too few levels to get a good estimate of the random effects.