[ADMB Users] R glmm.admb error trapping

[Jager, Yetta]

Hello list,

We are trying to compare a number of glmm.admb models with different fixed effects.  For convenience, we want to automate this and exclude unreasonable combinations afterward.  We are losing control from an R function that calls glmm.admb after it fails with the message, 'Hessian that does not appear to be positive definite' (see below for partial output, B).

Putting the call in a try loop (below A) did not work -- apparently control did not return to the function, but my understanding of how R try loops work is weak.  For the time being, we're just looking for a graceful exit (control returned to function, ideally with a null model object returned), not necessarily a solution to the convergence problem, although we'll take any help we can get.   For what its worth, this could be a model with high collinearity, but if we run it alone after it fails in the function call, we do get a solution, however unstable (below C).

If there's any other information i should have provided to help with solving this, please let me know and i'll try again.  Thanks very much for any assistance.  I appreciate your time and experience.

Yetta

A)      My code snippet from within a function:
#   Run admb in try block
    try
    {
        options(show.error.messages = TRUE);
#     M[[my_id]] <- lm( new_fixed, data = Data);
      M[[my_id]] <- glmm.admb( fixed = new_fixed, random = ~1, group = "Subregion", data = Data,
      family = "nbinom", verbose = TRUE);
    }
    if (is.null(M[[my_id]]))
    {
        warnings();
      print(paste("Model failed for variables ", new_fixed, sep=""));
    }
    else
    {
      print(M[[my_id]]);
    }

B) Excerpt of error from R Console:
- final statistics:
10 variables; iteration 8; function evaluation 15
Function value  7.3589e+002; maximum gradient component mag -7.5466e-005
Exit code = 1;  converg criter  1.0000e-004
Var   Value    Gradient   |Var   Value    Gradient   |Var   Value    Gradient
  1 46.2451 -2.6335e-005 |  2  3.7589 -4.2522e-005 |  3 -3.2869  1.5670e-005
  4 -2.4314 -2.1427e-005 |  5 -0.1699  9.2829e-006 |  6  1.1824  9.5950e-006
  7  2.5560  1.2540e-005 |  8  4.9276 -1.0343e-005 |  9 -0.9850 -7.5466e-005
 10  0.0909 -7.3008e-006 |
 inner maxg = 7.625473665e-018  Inner f = 742.3228266
 f = 742.3228266 max g = 7.625473665e-018
.
.
.
Newton raphson 1   f = 742.3228521 max g = 8.934094073e-018
 inner maxg = 1.48457798e-008  Inner f = 742.3229286
 f = 742.3229286 max g = 1.48457798e-008
Newton raphson 1   f = 742.3229286 max g = 1.422953313e-017
Warning -- Hessian does not appear to be positive definite
Error in glmm.admb(fixed = new_fixed, random = ~1, group = "Subregion",  :
  The function maximizer failed

C)
.
.
.
Newton raphson 1   f = 740.6118656 max g = 6.495461568e-017
 inner maxg = -1.83792469e-007  Inner f = 740.6119407
 f = 740.6119407 max g = 1.83792469e-007
Newton raphson 1   f = 740.6119407 max g = 6.888384188e-017
Warning message:
In model.matrix.default(fixed, data) :
  variable 'Subregion' converted to a factor
> print(M[[my_id]])

GLMM's in R powered by AD Model Builder:

  Family: nbinom
  alpha = 3.7056

Fixed effects:
  Log-likelihood: -734.179
  Formula: N_Species ~ TPmgL + SedgL + HUC8_ups + Subregion
              (Intercept)                     TPmgL                     SedgL
                3.0629000                -0.3526400                -0.0072777
                 HUC8_ups         SubregionCanadian         SubregionCimarron
                0.0150080                -0.2057500                -0.1883800
           SubregionD_Red       SubregionL_Arkansas SubregionNeosho-Verdigris
                0.5095900                 0.8566100                 1.1929000
         SubregionU_White
                1.4180000

Random effects:
  Grouping factor: Subregion
  Formula: ~1
Structure: Diagonal matrix
 (Intercept)
0.0005155773

Number of Observations: 173
Number of Groups: 7

Yetta Jager
Environmental Sciences Division
Oak Ridge National Laboratory
P.O. Box 2008, MS 6036
Oak Ridge, TN 37831-6036 USA

For packages, please replace "P.O. Box 2008" with "Bethel Valley Road".

OFFICE: 865/574-8143  FAX:  865/576-3989
Work email: jagerhi at ornl.gov Home email: jagerhi at chartertn.net
My webpage: http://www.esd.ornl.gov/~zij/
Fish and Wildlife Modelling: http://www.esd.ornl.gov/research/ecol_management/fish_wildlife_modeling





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