Hi, I am getting a warning message when I am fitting a generalized linear mixed model (m1.2 below).
CHOLMOD warning: matrix not positive definite Error in objective(.par, ...) : Cholmod error `matrix not positive definite' at file:../Supernodal/t_cholmod_super_numeric.c, line 614 Any idea? Thanks for your help, Reza > sessionInfo() R version 2.4.1 (2006-12-18) i386-pc-mingw32 locale: LC_COLLATE=English_United States.1252;LC_CTYPE=English_United States.1252;LC_MONETARY=English_United States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 attached base packages: [1] "stats" "graphics" "grDevices" "utils" "datasets" "methods" "base" other attached packages: lme4 Matrix lattice "0.9975-13" "0.9975-11" "0.14-17" > m1.1 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (1 | pm), data = mydata[1:1392,], family = quasipoisson) > m1.1 Generalized linear mixed model fit using Laplace Formula: o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (1 | prov) + (1 | pm) Data: mydata[1:1392, ] Family: quasipoisson(log link) AIC BIC logLik deviance 2622 2675 -1301 2602 Random effects: Groups Name Variance Std.Dev. prov (Intercept) 0.495021 0.70358 pm (Intercept) 0.047755 0.21853 Residual 1.935867 1.39135 number of obs: 1392, groups: prov, 24; pm, 12 Fixed effects: Estimate Std. Error t value (Intercept) -0.207562 0.202715 -1.024 pv1o 0.056575 0.006861 8.246 pv2o 0.023042 0.007216 3.193 pv1toa 0.026497 0.003309 8.008 pv2toa -0.001075 0.003467 -0.310 sesblf2 0.307805 0.195291 1.576 sesblf3 0.067867 0.194097 0.350 sesblf4 0.232652 0.194075 1.199 Correlation of Fixed Effects: (Intr) pv1o pv2o pv1toa pv2toa ssblf2 ssblf3 pv1o 0.035 pv2o -0.014 -0.568 pv1toa 0.017 -0.239 0.050 pv2toa -0.104 0.035 -0.267 -0.772 sesblf2 -0.498 -0.038 0.037 -0.067 0.102 sesblf3 -0.483 -0.042 0.021 -0.096 0.085 0.508 sesblf4 -0.483 -0.052 0.029 -0.099 0.083 0.508 0.518 > m1.2 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1o | prov) + (1 > | pm), data = mydata[1:1392,], family = quasipoisson) CHOLMOD warning: matrix not positive definite Error in objective(.par, ...) : Cholmod error `matrix not positive definite' at file:../Supernodal/t_cholmod_super_numeric.c, line 614 > m1.3 <- lmer(o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + > (1 | pm), data = mydata[1:1392,], family = quasipoisson) > m1.3 Generalized linear mixed model fit using Laplace Formula: o ~ pv1o + pv2o + pv1toa + pv2toa + sesblf + (pv1toa | prov) + (1 | pm) Data: mydata[1:1392, ] Family: quasipoisson(log link) AIC BIC logLik deviance 2459 2522 -1218 2435 Random effects: Groups Name Variance Std.Dev. Corr prov (Intercept) 0.88071235 0.938463 pv1toa 0.00065327 0.025559 -0.712 pm (Intercept) 0.04588791 0.214215 Residual 1.76873748 1.329939 number of obs: 1392, groups: prov, 24; pm, 12 Fixed effects: Estimate Std. Error t value (Intercept) -0.3854583 0.2384690 -1.616 pv1o 0.0545945 0.0069507 7.855 pv2o 0.0266912 0.0072733 3.670 pv1toa 0.0369315 0.0063083 5.854 pv2toa -0.0008906 0.0034099 -0.261 sesblf2 0.3326815 0.1908401 1.743 sesblf3 0.1012759 0.1896883 0.534 sesblf4 0.1968002 0.1899092 1.036 Correlation of Fixed Effects: (Intr) pv1o pv2o pv1toa pv2toa ssblf2 ssblf3 pv1o 0.016 pv2o -0.023 -0.306 pv1toa -0.485 -0.143 -0.014 pv2toa -0.080 -0.055 -0.306 -0.367 sesblf2 -0.414 -0.037 0.033 -0.028 0.099 sesblf3 -0.402 -0.034 0.027 -0.046 0.080 0.509 sesblf4 -0.399 -0.039 0.031 -0.056 0.079 0.507 0.517 ______________________________________________ R-help@stat.math.ethz.ch 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.