混合效应逻辑回归中扁平化时的非收敛奇怪模式

时间:2015-07-31 01:01:36

标签: logistic-regression lme4

我正在进行一项关于将成功和失败的分数(我称之为C)添加到混合效应逻辑回归中的影响的模拟研究。我模拟了2000个数据集,并用5个逻辑回归建模(添加了1,.5,.25,.1和.05的C)。这些模型聚合在大多数数据集上,但当我添加.25时,~200未能收敛,当我添加.5时,~50无法收敛(有时我得到一条警告信息,有时候我得到难以置信的标准错误)。我很少看到任何与其他值不一致的证据(我已经看过警告信息,标准误差以及随机效应矩阵中最高与最低特征值的比率)。即使在C = .25时未能收敛的数据集中,稍微改变C通常也能解决问题,例如在此示例中(此处提供的数据集:https://www.dropbox.com/sh/ro92mtjkpqwlnws/AADSVzcNvl0nnnzCEF5QGM6qa?oref=e&n=19939135

m7 <- glmer(cbind(Data + .25, (10+.5- (Data + .25))) ~ Group*Condition + (1       + Condition |ID),  family="binomial", data=df2)

Warning messages:
1: In eval(expr, envir, enclos) : non-integer counts in a binomial glm!
2: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
Model is nearly unidentifiable: very large eigenvalue
 - Rescale variables?

summary(m7)
Generalized linear mixed model fit by maximum likelihood (Laplace    Approximation) ['glmerMod']
Family: binomial  ( logit )
Formula: cbind(Data + 0.25, (10 + 0.5 - (Data + 0.25))) ~ Group * Condition  +      (1 + Condition | ID)
Data: df2

 AIC      BIC   logLik deviance df.resid 
7001.1   7040.0  -3493.6   6987.1     1913 

Scaled residuals: 
Min      1Q  Median      3Q     Max 
-3.5444 -0.6387  0.0143  0.6945  2.9802 

Random effects:
 Groups Name        Variance Std.Dev. Corr
 ID     (Intercept) 0.26598  0.5157       
    Condition   0.06413  0.2532   0.66
 Number of obs: 1920, groups:  ID, 120

Fixed effects:
             Estimate Std. Error z value Pr(>|z|)    
(Intercept)      1.760461   0.001226  1436.5   <2e-16 ***
Group           -1.816952   0.001225 -1483.0   <2e-16 ***
Condition       -0.383383   0.001226  -312.7   <2e-16 ***
Group:Condition -0.567517   0.001225  -463.2   <2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Correlation of Fixed Effects:
             (Intr) Group Condtn
Group       0.000              
Condition   0.000  0.000       
Group:Cndtn 0.000  0.000 0.000 

m8 <- glmer(cbind(Data + .2, (10+.4- (Data + .2))) ~ Group*Condition + (1 +   Condition |ID),  family="binomial", data=df2)
Warning message:
In eval(expr, envir, enclos) : non-integer counts in a binomial glm!

summary(m8)
Generalized linear mixed model fit by maximum likelihood (Laplace    Approximation) ['glmerMod']
 Family: binomial  ( logit )
 Formula: cbind(Data + 0.2, (10 + 0.4 - (Data + 0.2))) ~ Group * Condition +       (1 + Condition | ID)
   Data: df2

     AIC      BIC   logLik deviance df.resid 
  6929.3   6968.2  -3457.6   6915.3     1913 

Scaled residuals: 
    Min      1Q  Median      3Q     Max 
-3.5724 -0.6329  0.0158  0.6945  2.9976 

Random effects:
 Groups Name        Variance Std.Dev. Corr
 ID     (Intercept) 0.2698   0.5194       
        Condition   0.0652   0.2553   0.66
Number of obs: 1920, groups:  ID, 120

Fixed effects:
                Estimate Std. Error z value Pr(>|z|)    
(Intercept)      1.76065    0.07850  22.429  < 2e-16 ***
Group           -1.81762    0.10734 -16.933  < 2e-16 ***
Condition       -0.38111    0.06377  -5.977 2.28e-09 ***
Group:Condition -0.57033    0.08523  -6.692 2.21e-11 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Correlation of Fixed Effects:
            (Intr) Group  Condtn
Group       -0.732              
Condition   -0.033  0.025       
Group:Cndtn  0.029  0.045 -0.758

由于这是一项模拟研究,我对使这些模型收敛并不是特别感兴趣,但我想了解为什么它们没有收敛。有人有什么想法吗?

0 个答案:

没有答案