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I ran a mixed model using lme4::glmer for a logistic regression and consistently got these warning messages. I noticed there are still regular results even so, but are they accurate estimates?

    > glmm.ms1<-glmer(as.formula(paste(paste(y[1], x, sep="~"), mix[1], sep="+")),
    +             data=rtf2,control=glmerControl(optimizer="bobyqa",
    +             optCtrl=list(maxfun=100000),family=binomial)
Warning messages:
1: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
  Model failed to converge with max|grad| = 0.8766 (tol = 0.001)
2: In checkConv(attr(opt, "derivs"), opt$par, ctrl = control$checkConv,  :
  Model failed to converge: degenerate  Hessian with 1 negative eigenvalues

> coef(summary(glmm.ms1))
                       Estimate Std. Error    z value  Pr(>|z|)
(Intercept)           1.810e+00  6.558e-01   2.760464 5.772e-03
lepidays             -3.340e+00  2.770e-01 -12.059620 1.726e-33
cldaysbirth          -1.555e+00  5.224e-01  -2.975934 2.921e-03
rotaarm              -2.057e-01  3.209e-01  -0.641102 5.215e-01
cldaysbirth2         -3.072e-01  2.955e-01  -1.039510 2.986e-01
bfh2                 -1.043e+01  1.160e+03  -0.008996 9.928e-01
bfh3                  4.653e-01  4.806e-01   0.968103 3.330e-01
bfh4                  2.547e-01  4.994e-01   0.509966 6.101e-01
bfh5                  3.744e-01  9.926e-01   0.377213 7.060e-01
ruuska               -1.020e-01  5.928e-02  -1.720396 8.536e-02
genderMale           -4.008e-01  2.645e-01  -1.515453 1.297e-01
epiexlbf              6.078e-04  2.796e-03   0.217391 8.279e-01
haz.epi              -7.211e-02  1.373e-01  -0.525039 5.996e-01
cldaysbirth:rotaarm   6.928e-01  4.771e-01   1.452148 1.465e-01
rotaarm:cldaysbirth2  5.181e-01  3.352e-01   1.545527 1.222e-01
Warning messages:
1: In vcov.merMod(object, use.hessian = use.hessian) :
  variance-covariance matrix computed from finite-difference Hessian is
not positive definite: falling back to var-cov estimated from RX
2: In vcov.merMod(object, correlation = correlation, sigm = sig) :
  variance-covariance matrix computed from finite-difference Hessian is
not positive definite: falling back to var-cov estimated from RX

Due to data's sensitivity, I can't post the whole process for generating same messages, but I would like to know how to handle these warnings. I don't think it's suitable to keep my eye blind here.

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1 Answer 1

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I think that the main issue is that you need to increase the number of possible iterations the optimizer is allowed to have (in my humble opinion the default of 10,000 is a little low). This is what is literally said in the first warning:

maximum number of function evaluations exceeded

You should try the following in your call to glmer to increase the number to e.g., 100,000:

glmerControl(optimizer="bobyqa", optCtrl = list(maxfun = 100000))

If warnings persist than there are other problems.

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  • $\begingroup$ Thanks, Henrik! It does work now for the the first warning. But the other two are still three. I don't know whether there's way for model convergence issue. $\endgroup$
    – David Z
    Commented May 15, 2014 at 13:37
  • 2
    $\begingroup$ You should then post the new warnings. But you might also want to check this. $\endgroup$
    – Henrik
    Commented May 15, 2014 at 14:28
  • $\begingroup$ Is there any rules what value will I use for maxfun , i.e., maxfun=100000 or maxfun=1500000 ? Is there any advantage/disadvantage of increasing the number ? $\endgroup$
    – ABC
    Commented Jul 22, 2015 at 3:45
  • $\begingroup$ @ABC If you need a lot of samples you either have massive amounts of data or an overparameterized model. But as long as the warning appears you have to increase the number. As long as the warning is there the results are non-sensical. $\endgroup$
    – Henrik
    Commented Jul 22, 2015 at 18:30

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