EXPERIMENTAL. For a given model, this function attempts to isolate potential causes of convergence problems. It checks (1) whether there are any unusually large coefficients; (2) whether there are any unusually scaled predictor variables; (3) if the Hessian (curvature of the negative log-likelihood surface at the MLE) is positive definite (i.e., whether the MLE really represents an optimum). For each case it tries to isolate the particular parameters that are problematic.
Usage
diagnose(
fit,
eval_eps = 1e-05,
evec_eps = 0.01,
big_coef = 10,
big_sd_log10 = 3,
big_zstat = 5,
check_coefs = TRUE,
check_zstats = TRUE,
check_hessian = TRUE,
check_scales = TRUE,
explain = TRUE
)Arguments
- fit
a
glmmTMBfit- eval_eps
numeric tolerance for 'bad' eigenvalues
- evec_eps
numeric tolerance for 'bad' eigenvector elements
- big_coef
numeric tolerance for large coefficients
- big_sd_log10
numeric tolerance for badly scaled parameters (log10 scale), i.e. for default value of 3, predictor variables with sd less than 1e-3 or greater than 1e3 will be flagged)
- big_zstat
numeric tolerance for Z-statistic
- check_coefs
identify large-magnitude coefficients? (Only checks conditional-model parameters if a (log, logit, cloglog, probit) link is used. Always checks zero-inflation, dispersion, and random-effects parameters. May produce false positives if predictor variables have extremely large scales.)
- check_zstats
identify parameters with unusually large Z-statistics (ratio of standard error to mean)? Identifies likely failures of Wald confidence intervals/p-values.
- check_hessian
identify non-positive-definite Hessian components?
- check_scales
identify predictors with unusually small or large scales?
- explain
provide detailed explanation of each test?
Details
Problems in one category (e.g. complete separation) will generally also appear in "downstream" categories (e.g. non-positive-definite Hessians). Therefore, it is generally advisable to try to deal with problems in order, e.g. address problems with complete separation first, then re-run the diagnostics to see whether Hessian problems persist.