Control of Mixed Model Fitting
Construct control structures for mixed model fitting. All arguments have defaults, and can be grouped into
general control parameters, most importantly optimizer
,
further restart_edge
, etc;
model- or data-checking specifications, in short
“checking options”, such as check.nobs.vs.rankZ
, or
check.rankX
(currently not for nlmerControl
);
all the parameters to be passed to the optimizer, e.g.,
maximal number of iterations, passed via the optCtrl
list
argument.
lmerControl(optimizer = "nloptwrap", restart_edge = TRUE, boundary.tol = 1e-5, calc.derivs = TRUE, use.last.params = FALSE, sparseX = FALSE, standardize.X = FALSE, ## input checking options check.nobs.vs.rankZ = "ignore", check.nobs.vs.nlev = "stop", check.nlev.gtreq.5 = "ignore", check.nlev.gtr.1 = "stop", check.nobs.vs.nRE= "stop", check.rankX = c("message+drop.cols", "silent.drop.cols", "warn+drop.cols", "stop.deficient", "ignore"), check.scaleX = c("warning","stop","silent.rescale", "message+rescale","warn+rescale","ignore"), check.formula.LHS = "stop", ## convergence checking options check.conv.grad = .makeCC("warning", tol = 2e-3, relTol = NULL), check.conv.singular = .makeCC(action = "message", tol = formals(isSingular)$tol), check.conv.hess = .makeCC(action = "warning", tol = 1e-6), ## optimizer args optCtrl = list(), mod.type = "lmer" ) glmerControl(optimizer = c("bobyqa", "Nelder_Mead"), restart_edge = FALSE, boundary.tol = 1e-5, calc.derivs = TRUE, use.last.params = FALSE, sparseX = FALSE, standardize.X = FALSE, ## input checking options check.nobs.vs.rankZ = "ignore", check.nobs.vs.nlev = "stop", check.nlev.gtreq.5 = "ignore", check.nlev.gtr.1 = "stop", check.nobs.vs.nRE= "stop", check.rankX = c("message+drop.cols", "silent.drop.cols", "warn+drop.cols", "stop.deficient", "ignore"), check.scaleX = c("warning","stop","silent.rescale", "message+rescale","warn+rescale","ignore"), check.formula.LHS = "stop", ## convergence checking options check.conv.grad = .makeCC("warning", tol = 2e-3, relTol = NULL), check.conv.singular = .makeCC(action = "message", tol = formals(isSingular)$tol), check.conv.hess = .makeCC(action = "warning", tol = 1e-6), ## optimizer args optCtrl = list(), mod.type = "glmer", tolPwrss = 1e-7, compDev = TRUE, nAGQ0initStep = TRUE, check.response.not.const = "stop" ) nlmerControl(optimizer = "Nelder_Mead", tolPwrss = 1e-10, optCtrl = list()) .makeCC(action, tol, relTol, ...)
optimizer |
character - name of optimizing function(s). A
Special provisions are made for For If |
calc.derivs |
logical - compute gradient and Hessian of nonlinear optimization solution? |
use.last.params |
logical - should the last value of the
parameters evaluated ( |
sparseX |
logical - should a sparse model matrix be used for the fixed-effects terms? Currently inactive. |
restart_edge |
logical - should the optimizer
attempt a restart when it finds a solution at the
boundary (i.e. zero random-effect variances or perfect
+/-1 correlations)? (Currently only implemented for
|
boundary.tol |
numeric - within what distance of a boundary should the boundary be checked for a better fit? (Set to zero to disable boundary checking.) |
tolPwrss |
numeric scalar - the tolerance for declaring convergence in the penalized iteratively weighted residual sum-of-squares step. |
compDev |
logical scalar - should compiled code be used for the deviance evaluation during the optimization of the parameter estimates? |
nAGQ0initStep |
Run an initial optimization phase with
|
check.nlev.gtreq.5 |
character - rules for
checking whether all random effects have >= 5 levels.
See |
check.nlev.gtr.1 |
character - rules for checking
whether all random effects have > 1 level. See |
check.nobs.vs.rankZ |
character - rules for
checking whether the number of observations is greater
than (or greater than or equal to) the rank of the random
effects design matrix (Z), usually necessary for
identifiable variances. As for |
check.nobs.vs.nlev |
character - rules for checking whether the
number of observations is less than (or less than or equal to) the
number of levels of every grouping factor, usually necessary for
identifiable variances. As for |
check.nobs.vs.nRE |
character - rules for
checking whether the number of observations is greater
than (or greater than or equal to) the number of random-effects
levels for each term, usually necessary for identifiable variances.
As for |
check.conv.grad |
rules for checking the gradient of the deviance
function for convergence. A list as returned
by |
check.conv.singular |
rules for checking for a singular fit,
i.e. one where some parameters are on the boundary of the feasible
space (for example, random effects variances equal to 0 or
correlations between random effects equal to +/- 1.0);
as for |
check.conv.hess |
rules for checking the Hessian of the deviance
function for convergence.; as for |
check.rankX |
character - specifying if |
check.scaleX |
character - check for problematic scaling of columns of fixed-effect model matrix, e.g. parameters measured on very different scales. |
check.formula.LHS |
check whether specified formula has
a left-hand side. Primarily for internal use within
|
check.response.not.const |
character - check that the response is not constant. |
optCtrl |
a Note: All of |
action |
character - generic choices for the severity level of any test, with possible values
|
tol |
(numeric) tolerance for checking the gradient, scaled relative to the curvature (i.e., testing the gradient on a scale defined by its Wald standard deviation) |
relTol |
(numeric) tolerance for the gradient, scaled relative to the magnitude of the estimated coefficient |
mod.type |
model type (for internal use) |
standardize.X |
scale columns of X matrix? (not yet implemented) |
... |
other elements to include in check specification |
Note that (only!) the pre-fitting “checking options”
(i.e., all those starting with "check."
but not
including the convergence checks ("check.conv.*"
) or
rank-checking ("check.rank*"
) options)
may also be set globally via options
.
In that case, (g)lmerControl
will use them rather than the
default values, but will not override values that are passed as
explicit arguments.
For example, options(lmerControl=list(check.nobs.vs.rankZ = "ignore"))
will suppress warnings that the number of observations is less than
the rank of the random effects model matrix Z
.
The *Control
functions return a list (inheriting from class
"merControl"
) containing
general control parameters, such as optimizer
, restart_edge
;
(currently not for nlmerControl
:)
"checkControl"
, a list
of data-checking
specifications, e.g., check.nobs.vs.rankZ
;
parameters to be passed to the optimizer, i.e., the optCtrl
list, which may contain maxiter
.
.makeCC
returns a list containing the check specification
(action, tolerance, and optionally relative tolerance).
convergence and allFit()
which fits
for a couple of optimizers.
str(lmerControl()) str(glmerControl()) ## fit with default algorithm [nloptr version of BOBYQA] ... fm0 <- lmer(Reaction ~ Days + ( 1 | Subject), sleepstudy) fm1 <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) ## or with "bobyqa" (default 2013 - 2019-02) ... fm1_bobyqa <- update(fm1, control = lmerControl(optimizer="bobyqa")) ## or with "Nelder_Mead" (the default till 2013) ... fm1_NMead <- update(fm1, control = lmerControl(optimizer="Nelder_Mead")) ## or with the nlminb function used in older (<1.0) versions of lme4; ## this will usually replicate older results if (require(optimx)) { fm1_nlminb <- update(fm1, control = lmerControl(optimizer= "optimx", optCtrl = list(method="nlminb"))) ## The other option here is method="L-BFGS-B". } ## Or we can wrap base::optim(): optimwrap <- function(fn,par,lower,upper,control=list(), ...) { if (is.null(control$method)) stop("must specify method in optCtrl") method <- control$method control$method <- NULL ## "Brent" requires finite upper values (lower bound will always ## be zero in this case) if (method=="Brent") upper <- pmin(1e4,upper) res <- optim(par=par, fn=fn, lower=lower,upper=upper, control=control,method=method,...) with(res, list(par = par, fval = value, feval= counts[1], conv = convergence, message = message)) } fm0_brent <- update(fm0, control = lmerControl(optimizer = "optimwrap", optCtrl = list(method="Brent"))) ## You can also use functions (in addition to the lmerControl() default "NLOPT_BOBYQA") ## from the 'nloptr' package, see also '?nloptwrap' : if (require(nloptr)) { fm1_nloptr_NM <- update(fm1, control=lmerControl(optimizer="nloptwrap", optCtrl=list(algorithm="NLOPT_LN_NELDERMEAD"))) fm1_nloptr_COBYLA <- update(fm1, control=lmerControl(optimizer="nloptwrap", optCtrl=list(algorithm="NLOPT_LN_COBYLA", xtol_rel=1e-6, xtol_abs=1e-10, ftol_abs=1e-10))) } ## other algorithm options include NLOPT_LN_SBPLX
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.