'LME4-GLMER - PROBLEMS WITH ALLFIT. Mismatch between summary(allFit(model)) and summary(model)
I'm writing to ask a question about the allFit function of the lme4 package.
I have raised a GLMM, with the following structure:
MM <-glmer(y~ x1 + x2 + x3+x4 + (1 | subject)+(0+x1+x2|school), data=data, family =poisson(), offset=log(n))
I can't offer the original data, but suppose:
x1,x2,x3,x4are the auxiliary variables.y: response variablesubject: represents each row of the data frameschool: represents groups of rows of the data frame.n: sample size
Therefore, I have a GLMM model, with a random intercept and two random slopes that are also correlated with each other, but without correlation with the intercept.
When I perform simulations, on some occasions, convergence warnings are given.
I have made a review of all available documentation and related questions. Specifically, looking at the latest lme4 documentation (page 16), to further investigate these warnings, I used the allFit function .
The results show me that no optimizer, or only occasionally the L-BFGS-B, gives problems, and that all the parameter estimates, both for the fixed and random effects, are practically the same.
However, I don't understand why, when these models have convergence warnings, the results I get by doing the variance-covariance matrix and the summary on the model are completely different from those returned by the summary function on the object resulting from applying allFit.
beta <- fixef(MM) differs noticeably from summary(allFit(MM))$fixef
var <-as.data.frame(VarCorr(MM))$sdcor differs noticeably from summary(allFit(MM))$sdcor
Being the values returned by summary(allFit) consistent with those deduced from the sample.
I have verified that when the model shows no convergence problems, the results of fixef(MM) and VarCorr(MM) exactly match those returned by summary(allFit(MM)).
I have performed the test in the latest available update '1.1.29' and in '1.1.28', and the same thing happens to me in both.
I'm sorry I can't provide the dataset, and I apologize in advance if this has already been asked, because I've searched a lot but didn't find this bug.
Sources
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