Hi: This might be helpful:
http://glmm.wikidot.com/faq It has some commentary and potential workarounds re gamma GLMMs toward the bottom of the page. I might also suggest that r-sig-mixed-models might be a better forum for these types of questions; you can subscribe by going to http://www.r-project.org/mail.html and scrolling down a bit to where the special interest groups are listed. Same process as subscribing to R-help. Dennis On Tue, May 17, 2011 at 7:17 AM, Zhang,Yanwei <yanwei.zh...@cna.com> wrote: > Hi Dennis, > > Thanks for your input. I am quite shocked that the Gamma model is not > implemented in glmer yet, but do you happen to know if there is other > packages in R that could fit Gamma hierarchical models besides MASS? The > glmmPQL results are a bit off compared to what have been published. Thanks. > > > > Wayne (Yanwei) Zhang > Statistical Research >>CNA > > -----Original Message----- > From: Dennis Murphy [mailto:djmu...@gmail.com] > Sent: Tuesday, May 17, 2011 3:05 AM > To: Zhang,Yanwei > Cc: r-help@r-project.org > Subject: Re: [R] Problem on glmer > > Hi: > > I believe that the problem with the glmer() call is that you are > invoking the Gamma family, which appears not to be implemented at > present. See > > http://r-project.markmail.org/search/?q=r-sig-mixed-models#query:r-sig-mixed-models%20date%3A201105%20+page:8+mid:q2b2uoupejdzmvtl+state:results > > Dennis > > On Mon, May 16, 2011 at 3:31 PM, Zhang,Yanwei <yanwei.zh...@cna.com> wrote: >> Hi all, >> >> I was trying to fit a Gamma hierarchical model using "glmer", but got weird >> error message that I could not understand. On the other hand, a similar call >> to the glmmPQL leads to results that are close to what I expect. I also >> tried to change tha "nAGQ" argument in "glmer", but it did not solve the >> problem. The model I was fitting has a simple structure - one hierarchy and >> one offset, and I did not expect "glmer" to fail on this simple data set. >> Did I specify something wrong here? I appreciate any help. Thanks in advance. >> >> ############################################################# >> ## Code to fit the model >> ############################################################# >> library(MASS) >> library(lme4) >> address <- >> "http://instruction.bus.wisc.edu/jfrees/jfreesbooks/Longitudinal%20and%20Panel%20Data/Book/Data/TXTData/WorkerC.txt"; >> wc <- read.table(address,header=T) >> # clean data >> cl <- unique(wc$CL[wc$LOSS==0]) >> wc2 <- subset(wc, !(CL %in% cl) ) >> # fit model >> fit1 <- glmmPQL(LOSS~ YR+offset(log(PR)), >> random=~1|CL,family=Gamma(link="log"), >> data=wc2) >> fit2 <- glmer(LOSS~ (1|CL) + YR+offset(log(PR)), family=Gamma(link="log"), >> data=wc2) >> >> >> ############################################################# >> ## Results of fit1 and fit2 >> ############################################################# >> >>> fit1 >> Linear mixed-effects model fit by maximum likelihood >> Data: wc2 >> Log-likelihood: NA >> Fixed: LOSS ~ YR + offset(log(PR)) >> (Intercept) YR >> -4.2830507147 0.0005085944 >> >> Random effects: >> Formula: ~1 | CL >> (Intercept) Residual >> StdDev: 0.8313193 0.5346455 >> >> Variance function: >> Structure: fixed weights >> Formula: ~invwt >> Number of Observations: 700 >> Number of Groups: 100 >>> fit2 >> Error in asMethod(object) : matrix is not symmetric [1,2] >> >> >> >> >> Wayne (Yanwei) Zhang >> Statistical Research >> CNA >> Email: yanwei.zh...@cna.com<mailto:yanwei.zh...@cna.com> >> >> >> >> >> NOTICE: This e-mail message, including any attachments and appended >> messages, is for the sole use of the intended recipients and may contain >> confidential and legally privileged information. >> If you are not the intended recipient, any review, dissemination, >> distribution, copying, storage or other use of all or any portion of this >> message is strictly prohibited. >> If you received this message in error, please immediately notify the sender >> by reply e-mail and delete this message in its entirety. >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > NOTICE: This e-mail message, including any attachments and appended > messages, is for the sole use of the intended recipients and may contain > confidential and legally privileged information. > If you are not the intended recipient, any review, dissemination, > distribution, copying, storage or other use of all or any portion of this > message is strictly prohibited. > If you received this message in error, please immediately notify the sender > by reply e-mail and delete this message in its entirety. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
