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  • Gamma meglm with random intercept and random slope does not converge

    Hi everyone,

    I would very much appreciate your help with an issue I have with a meglm that I'm trying to fit to my ecological momentary assessment data.

    I am trying to predict four different behaviors by affect. All variables were measured approx. eight times a day for four days (although not all participants have values for all time points, but I included only those with at least 50% response rate). Affect is included both as a person-mean throughout the EMA-period and as a person-mean-centered lagged (t-1) variable to predict behavior at t. I have also included covariates and want to include random slopes, because I'm assuming based on theory that the association between affect and behavior is not constant across participants (I plan to do moderation analyses later). I also chose
    Code:
    family(gamma) link(log)
    because the depvar is highly skewed. Behaviors were rated from 0-100, to be able to conduct meglm with gamma I added a constant of +1, and then divided the values by 10, to facilitate interpretation, so now my values range from 0.1-10.1.

    That's my code (stid denotes the participant's id):
    Code:
    meglm behav4 mean_affect affect_center_lag1 age sex BMI_SDS comorbidity|| stid: mean_affect affect_center_lag1  , family(gamma) link(log)
    The models converge for the first three behaviors, but not the fourth. I get the following:
    Code:
    Iteration 4:   log likelihood = -7367.9063  (not concave)
    Iteration 5:   log likelihood = -7098.5702  (not concave)
    Iteration 6:   log likelihood = -7047.0597
    Iteration 7:   log likelihood = -6706.5632
    Iteration 8:   log likelihood = -6450.9112
    Iteration 9:   log likelihood = -6436.6564
    numerical derivatives are approximate
    nearby values are missing
    Iteration 10:  log likelihood = -6416.6034
    numerical derivatives are approximate
    nearby values are missing
    Iteration 11:  log likelihood =  -6410.657
    numerical derivatives are approximate
    nearby values are missing
    Iteration 12:  log likelihood = -6406.1232
    numerical derivatives are approximate
    nearby values are missing
    Iteration 13:  log likelihood = -6402.6428
    numerical derivatives are approximate
    nearby values are missing
    Iteration 14:  log likelihood = -6399.9874
    numerical derivatives are approximate
    nearby values are missing
    Iteration 15:  log likelihood = -6396.1924
    could not calculate numerical derivatives -- discontinuous region with missing values encountered
    could not calculate numerical derivatives -- discontinuous region with missing values encountered
    As described in the documentation, I tried different strategies to refine the starting values, but nothing worked. I have data from 756 participants and a total of 7,108 assessments for that particular variable, so I expected this should not be because of non-sufficient data?


    I have also read in a different forum (not the safest source) that gamma regression (or meglmg in that case) sometimes has problems when there are many depvar-values close to zero, which my many values of 0.1 might be. I added another constant of +1 to my depvar, then resulting in values from 1.1 to 11.1. Strangely enough, my model converged afterwards, but I also applied the constant to the other three behavior variables and it affected the coeffients and the p-values quite a bit. Also, it feels kind of messy to me. I would be extremely grateful for any type of advice. I'm very new to multilevel modelling altogether and I'm kind of not really sure if my approach is correct in the first place.

    Thank you so much in advance!

    Update: The model converges without problems if I don't include the random slopes. But as described above, it would be very important for me to include them.


    Last edited by Stephanie Peschel; 08 Jun 2022, 07:30.
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