\newcommand{\PR}{\Sexpr[results=rd]{tools:::Rd_expr_PR(#1)}} \name{NEWS} \title{lme4 News} \encoding{UTF-8} \section{CHANGES IN VERSION 1.1-7}{ \subsection{NEW FEATURES}{ \itemize{ \item the \code{nloptr} package is now imported; a wrapper function (\code{nloptwrap}) is provided so that \code{lmerControl(optimizer="nloptwrap")} is all that's necessary to use \code{nloptr} optimizers in the nonlinear optimization stage (the default algorithm is NLopt's implementation of BOBYQA: see \code{?nloptwrap} for examples) \item preliminary implementation of checks for scaling of model matrix columns (see \code{check.scaleX} in \code{?lmerControl}) \item \code{beta} is now allowed as a synonym for \code{fixef} when specifying starting parameters (Github #194) } } \subsection{USER-VISIBLE CHANGES}{ \itemize{ \item the use of \code{deviance} to return the REML criterion is now deprecated; users should use \code{REMLcrit()} instead (Github #211) \item changed the default value of \code{check.nobs.vs.rankZ} to \code{"ignore"} (Github #214) } } \subsection{BUG FIXES}{ \itemize{ \item change gradient testing from absolute to relative \item fix \code{confint(.,method="boot")} to allow/work properly with \code{boot.type} values other than \code{"perc"} (reported by Alan Zaslavsky) \item allow \code{plot()} to work when data are specified in a different environment (reported by Dieter Menne) \item \code{predict} and \code{simulate} work for matrix-valued predictors (Github #201) \item other \code{simulate} bugs (Github #212) \item \code{predict} no longer warns spuriously when original response was a factor (Github #205) \item fix memory access issues (Github #200) } } } \section{CHANGES IN VERSION 1.1-6}{ This version incorporates no changes in functionality, just modifications to testing and dependencies for CRAN/backward compatibility. \subsection{BUG FIXES}{ \itemize{ \item change \code{drop1} example to prevent use of old/incompatible \code{pbkrtest} versions, for 2.15.3 compatibility \item explicitly \code{require(mlmRev)} for tests to prevent cyclic dependency \item bump \code{RcppEigen} Imports: requirement from >0.3.1.2.3 to >=0.3.2.0; \code{Rcpp} dependency to >= 0.10.5 } } } \section{CHANGES IN VERSION 1.1-5}{ \subsection{BUG FIXES}{ \itemize{ \item improved NA handling in \code{simulate} and \code{refit} \item made internal handling of \code{weights}/\code{offset} arguments slightly more robust (Github #191) \item handle non-positive-definite estimated fixed effect variance-covariance matrices slightly more generally/robustly (fall back on RX approximation, with a warning, if finite-difference Hessian is non-PD; return \code{NA} matrix if RX approximation is also bad) } } \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item Added output specifying when Gauss-Hermite quadrature was used to fit the model, and specifying number of GHQ points (Github #190) } } } \section{CHANGES IN VERSION 1.1-4}{ \subsection{BUG FIXES}{ \itemize{ \item Models with prior weights returned an incorrect sigma and deviance (Github issue #155). The deviance bug was only a practical issue in model comparisons, not with inferences given a particular model. Both bugs are now fixed. \item Profiling failed in some cases for models with vector random effects (Github issue #172) \item Standard errors of fixed effects are now computed from the approximate Hessian by default (see the \code{use.hessian} argument in \code{vcov.merMod}); this gives better (correct) answers when the estimates of the random- and fixed-effect parameters are correlated (Github #47) } } \subsection{MAJOR USER-VISIBLE CHANGES}{ \itemize{ \item The default optimizer for \code{lmer} fits has been switched from "Nelder_Mead" to "bobyqa" because we have generally found the latter to be more reliable. To switch back to the old behaviour, use \code{control=lmerControl(optimizer="Nelder_Mead")}. \item Better handling of rank-deficient/overparameterized fixed-effect model matrices; see \code{check.rankX} option to \code{[g]lmerControl}. The default value is "message+drop.cols", which automatically drops redundant columns and issues a message (not a warning). (Github #144) } } \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item slight changes in convergence checking; tolerances can be specified where appropriate, and some default tolerances have changed (e.g., \code{check.conv.grad}) \item improved warning messages about rank-deficiency in X and Z etc. (warnings now try to indicate whether the unidentifiability is in the fixed- or random-effects part of the model) \item \code{predict} and \code{simulate} now prefer \code{re.form} as the argument to specify which random effects to condition on, but allow \code{ReForm}, \code{REForm}, or \code{REform}, giving a message (not a warning) that they are deprecated (addresses Github #170) \item small fixes for printing consistency in models with no fixed effects \item we previously exported a \code{fortify} function identical to the one found in \code{ggplot2} in order to be able to define a \code{fortify.merMod} S3 method without inducing a dependency on \code{ggplot2}. This has now been unexported to avoid masking \code{ggplot2}'s own \code{fortify} methods; if you want to add diagnostic information to the results of a model, use \code{fortify.merMod} explicitly. \item \code{simulate.formula} now checks for names associated with the \code{theta} and \code{beta} parameter vectors. If missing, it prints a message (not a warning); otherwise, it re-orders the parameter vectors to match the internal representation. \item preliminary implementation of a \code{check.scaleX} argument in \code{[g]lmerControl} that warns about scaling if some columns of the fixed-effect model matrix have large standard deviations (relative to 1, or to each other) } } } \section{CHANGES IN VERSION 1.1-3}{ \subsection{NEW FEATURES}{ \itemize{ \item The gradient and Hessian are now computed via finite differencing after the nonlinear fit is done, and the results are used for additional convergence tests. Control of the behaviour is available through the \code{check.conv.*} options in \code{[g]lmerControl}. Singular fits (fits with estimated variances of zero or correlations of +/- 1) can also be tested for, although the current default value of the \code{check.conv.singular} option is \code{"ignore"}; this may be changed to \code{"warning"} in the future. The results are stored in \code{@optinfo$derivs}. (Github issue #120; based on code by Rune Christensen.) \item The \code{simulate} method will now work to generate simulations "from scratch" by providing a model formula, a data frame holding the predictor variables, and a list containing the values of the model parameters: see \code{?simulate.merMod}. (Github issue #115) \item \code{VarCorr.merMod} objects now have an \code{as.data.frame} method, converting the list of matrices to a more convenient form for reporting and post-processing. (Github issue #129) } } \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item results of \code{fitted()}, \code{predict()}, and \code{residuals()} now have names in all cases (previously results were unnamed, or named only when predicting from new data) \item the \code{anova} method now has a \code{refit} argument that controls whether objects of class \code{lmerMod} should be refitted with ML before producing the \code{anova} table. (Github issues #141, #165; contributed by Henrik Singmann.) \item the \code{print} method for \code{VarCorr} objects now has a \code{formatter} argument for finer control of standard deviation and variance formats \item the \code{optinfo} slot now stores slightly more information, including the number of function evaluations (\code{$feval}). \item \code{dotplot.ranef.mer} now adds titles to sub-plots by default, like \code{qqmath.ranef.mer} } } \subsection{BUG FIXES}{ \itemize{ \item \code{fitted} now respects \code{na.action} settings (Github issue #149) \item \code{confint(.,method="boot")} now works when there are \code{NA} values in the original data set (Github issue #158) \item previously, the code stored the results (parameter values, residuals, etc.) based on the \emph{last} set of parameters evaluated, rather than the optimal parameters. These were not always the same, but were almost always very close, but some previous results will change slightly (Github issue #166) } } } \section{CHANGES IN VERSION 1.1-0}{ \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item when using the default \code{method="profile"}, \code{confint} now returns appropriate upper/lower bounds (-1/1 for correlations, 0/Inf for standard deviations) rather than \code{NA} when appropriate } } \subsection{BUG FIXES}{ \itemize{ \item in a previous development version, \code{ranef} returned incorrect conditional variances (github issue #148). this is now fixed } } } \section{CHANGES IN VERSION 1.0-6 (2013-10-27)}{ \subsection{BUG FIXES}{ \itemize{ \item prediction now works when new data have fewer factor levels than are present in the original data (Github issue #143, reported by Rune Haubo) \item the existence of a variable "new" in the global environment would mess \code{lme4} up: reported at http://stackoverflow.com/questions/19801070/error-message-glmer-using-r-what-must-be-a-character-string-or-a-function } } } \section{CHANGES IN VERSION 1.0-5 (2013-10-24)}{ \subsection{USER-VISIBLE CHANGES}{ \itemize{ \item \code{confint.merMod} and \code{vcov.merMod} are now exported, for downstream package-author convenience \item the package now depends on Matrix >=1.1-0 and RcppEigen >=0.3.1.2.3 \item new \code{rename.response} option for \code{refit} (see BUG FIXES section) } } \subsection{BUG FIXES}{ \itemize{ \item eliminated redundant messages about suppressed fixed-effect correlation matrices when p>20 \item most inverse-link functions are now bounded where appropriate by \code{.Machine$double.eps}, allowing fitting of GLMMs with extreme parameter values \item \code{merMod} objects created with \code{refit} did not work with \code{update}: optional \code{rename.response} option added to \code{refit.merMod}, to allow this (but the default is still \code{FALSE}, for back-compatibility) (reported by A. Kuznetsova) \item fixed buglet preventing on-the-fly creation of index variables, e.g. \code{y~1+(1|rownames(data))} (reported by J. Dushoff) \item \code{predict} now works properly for \code{glmer} models with basis-creating terms (e.g. \code{poly}, \code{ns}) \item step sizes determined from fixed effect coefficient standard errors after first state of \code{glmer} fitting are now bounded, allowing some additional models to be fitted } } } \section{CHANGES IN VERSION 1.0-4 (2013-09-08)}{ \subsection{BUG FIXES}{ \itemize{ \item \code{refit()} now works, again, with lists of length 1, so that e.g. \code{refit(.,simulate(.))} works. (Reported by Gustaf Granath) \item \code{getME(.,"ST")} was returning a list containing the Cholesky factorizations that get repeated in Lambda. But this was inconsistent with what \code{ST} represents in \code{lme4.0}. This inconsistency has now been fixed and \code{getME(.,"ST")} is now consistent with the definition of the \code{ST} matrix in \code{lme4.0}. See \code{https://github.com/lme4/lme4/issues/111} for more detail. Thanks to Vince Dorie. \item Corrected order of unpacking of standard deviation/correlation components, which affected results from \code{confint(.,method="boot")}. (Reported by Reinhold Kliegl) \item fixed a copying bug that made \code{refitML()} modify the original model } } } \section{CHANGES IN VERSION 1.0-1 (2013-08-17)}{ \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item \code{check.numobs.*} and \code{check.numlev.*} in \code{(g)lmerControl} have been changed (from recent development versions) to \code{check.nobs.*} and \code{check.nlev.*} respectively, and the default values of \code{check.nlev.gtreq.5} and \code{check.nobs.vs.rankZ} have been changed to \code{"ignore"} and \code{"warningSmall"} respectively \item in \code{(g)lmerControl}, arguments to the optimizer should be passed as a list called \code{optCtrl}, rather than specified as additional (ungrouped) arguments \item the \code{postVar} argument to \code{ranef} has been changed to the (more sensible) \code{condVar} ("posterior variance" was a misnomer, "conditional variance" -- short for "variance of the conditional mode" -- is preferred) \item the \code{REform} argument to \code{predict} has been changed to \code{ReForm} for consistency \item the \code{tnames} function, briefly exported, has been unexported \item \code{getME(.,"cnms")} added \item \code{print} method for \code{merMod} objects is now more terse, and different from \code{summary.merMod} \item the \code{objective} method for the \code{respMod} reference class now takes an optional \code{sigma.sq} parameter (defaulting to \code{NULL}) to allow calculation of the objective function with a residual variance different from the profiled value (Vince Dorie) } } } \section{CHANGES IN VERSION 1.0-0 (2013-08-01)}{ \subsection{MAJOR USER-VISIBLE CHANGES}{ \itemize{ \item Because the internal computational machinery has changed, results from the newest version of \code{lme4} will not be numerically identical to those from previous versions. For reasonably well- defined fits, they will be extremely close (within numerical tolerances of 1e-4 or so), but for unstable or poorly-defined fits the results may change, and very unstable fits may fail when they (apparently) succeeded with previous versions. Similarly, some fits may be slower with the new version, although on average the new version should be faster and more stable. More numerical tuning options are now available (see below); non-default settings may restore the speed and/or ability to fit a particular model without an error. If you notice significant or disturbing changes when fitting a model with the new version of \code{lme4}, \emph{please notify the maintainers}. \item \code{VarCorr} returns its results in the same format as before (as a list of variance-covariance matrices with \code{correlation} and \code{stddev} attributes, plus a \code{sc} attribute giving the residual standard deviation/scale parameter when appropriate), but prints them in a different (nicer) way. \item By default \code{residuals} gives deviance (rather than Pearson) residuals when applied to \code{glmer} fits (a side effect of matching \code{glm} behaviour more closely). \item As another side effect of matching \code{\link{glm}} behaviour, reported log-likelihoods from \code{\link{glmer}} models are no longer consistent with those from pre-1.0 \code{lme4}, but \emph{are} consistent with \code{glm}; see \code{\link{glmer}} examples. } } \subsection{MINOR USER-VISIBLE CHANGES}{ \itemize{ \item More use is made of S3 rather than S4 classes and methods: one side effect is that the \code{nlme} and \code{lme4} packages are now much more compatible; methods such as \code{fixef} no longer conflict. \item The internal optimizer has changed. \code{[gn]lmer} now has an \code{optimizer} argument; \code{"Nelder_Mead"} is the default for \code{[n]lmer}, while a combination of \code{"bobyqa"} (an alternative derivative-free method) and \code{"Nelder_Mead"} is the default for \code{glmer}. To use the \code{nlminb} optimizer as in the old version of \code{lme4}, you can use \code{optimizer="optimx"} with \code{control=list(method="nlminb")} (you will need the \code{optimx} package to be installed and loaded). See \code{\link{lmerControl}} for details. \item Families in GLMMs are no longer restricted to built-in/hard- coded families; any family described in \code{\link{family}}, or following that design, is usable (although there are some hard-coded families, which will be faster). \item \code{[gn]lmer} now produces objects of class \code{merMod} rather than class \code{mer} as before. \item the structure of the \code{Zt} (transposed random effect design matrix) as returned by \code{getME(.,"Zt")}, and the corresponding order of the random effects vector (\code{getME(.,"u")}) have changed. To retrieve \code{Zt} in the old format, use \code{do.call(Matrix::rBind,getME(.,"Ztlist"))}. \item the package checks input more thoroughly for non-identifiable or otherwise problematic cases: see \code{\link{lmerControl}} for fine control of the test behaviour. } } \subsection{NEW FEATURES}{ \itemize{ \item A general-purpose \code{\link{getME}} accessor method allows extraction of a wide variety of components of a mixed-model fit. \code{getME} also allows a vector of objects to be returned as a list of mixed-model components. This has been backported to be compatible with older versions of \code{lme4} that still produce \code{mer} objects rather than \code{merMod} objects. However, backporting is incomplete; some objects are only extractable in newer versions of \code{lme4}. \item Optimization information (convergence codes, warnings, etc.) is now stored in an \code{@optinfo} slot. \item \code{\link{bootMer}} provides a framework for obtaining parameter confidence intervals by parametric bootstrapping. \item \code{\link{plot.merMod}} provides diagnostic plotting methods similar to those from the \code{nlme} package (although missing \code{augPred}). \item A \code{\link{predict.merMod}} method gives predictions; it allows an effect-specific choice of conditional prediction or prediction at the population level (i.e., with random effects set to zero). \item Likelihood profiling for \code{lmer} and \code{glmer} results (see \code{link{profile-methods}}). \item Confidence intervals by likelihood profiling (default), parametric bootstrap, or Wald approximation (fixed effects only): see \code{\link{confint.merMod}} \item \code{nAGQ=0}, an option to do fast (but inaccurate) fitting of GLMMs. \item Using \code{devFunOnly=TRUE} allows the user to extract a deviance function for the model, allowing further diagnostics/customization of model results. \item The internal structure of [gn]lmer is now more modular, allowing finer control of the different steps of argument checking; construction of design matrices and data structures; parameter estimation; and construction of the final \code{merMod} object (see \code{?modular}). \item the \code{formula}, \code{model.frame}, and \code{terms} methods return full versions (including random effect terms and input variables) by default, but a \code{fixed.only} argument allows access to the fixed effect submodel. } } \subsection{EXPERIMENTAL FEATURES}{ \itemize{ \item \code{\link{glmer.nb}} provides an embryonic negative binomial fitting capability. } } \subsection{STILL NON-EXISTENT FEATURES}{ \itemize{ \item Adaptive Gaussian quadrature (AGQ) is not available for multiple and/or non-scalar random effects. \item Posterior variances of conditional models for non-scalar random effects. \item Standard errors for \code{\link{predict.merMod}} results. \item Automatic MCMC sampling based on the fit turns out to be very difficult to implement in a way that is really broadly reliable and robust; \code{mcmcsamp} will not be implemented in the near future. See \code{\link{pvalues}} for alternatives. \item "R-side" structures (within-block correlation and heteroscedasticity) are not on the current timetable. } } \subsection{BUG FIXES}{ \itemize{ \item In a development version, prior weights were not being used properly in the calculation of the residual standard deviation, but this has been fixed. Thanks to Simon Wood for pointing this out. \item In a development version, the step-halving component of the penalized iteratively reweighted least squares algorithm was not working, but this is now fixed. \item In a development version, square \code{RZX} matrices would lead to a \code{pwrssUpdate did not converge in 30 iterations} error. This has been fixed by adding an extra column of zeros to \code{RZX}. } } \subsection{DEPRECATED AND DEFUNCT}{ \itemize{ \item Previous versions of \code{lme4} provided the \code{mcmcsamp} function, which efficiently generated a Markov chain Monte Carlo sample from the posterior distribution of the parameters, assuming flat (scaled likelihood) priors. Due to difficulty in constructing a version of \code{mcmcsamp} that was reliable even in cases where the estimated random effect variances were near zero (e.g. \url{https://stat.ethz.ch/pipermail/r-sig-mixed-models/2009q4/003115.html}), \code{mcmcsamp} has been withdrawn (or more precisely, not updated to work with \code{lme4} versions >=1.0). \item Calling \code{glmer} with the default \code{gaussian} family redirects to \code{lmer}, but this is deprecated (in the future \code{glmer(...,family="gaussian")} may fit a LMM using the penalized iteratively reweighted least squares algorithm). Please call \code{lmer} directly. \item Calling \code{lmer} with a \code{family} argument redirects to \code{glmer}; this is deprecated. Please call \code{glmer} directly. } } } \section{CHANGES IN VERSION 0.999375-16 (2008-06-23)}{ \subsection{MAJOR USER-VISIBLE CHANGES}{ \itemize{ \item The underlying algorithms and representations for all the mixed-effects models fit by this package have changed - for the better, we hope. The class "mer" is a common mixed-effects model representation for linear, generalized linear, nonlinear and generalized nonlinear mixed-effects models. \item ECME iterations are no longer used at all, nor are analytic gradients. Components named 'niterEM', 'EMverbose', or 'gradient' can be included in the 'control' argument to lmer(), glmer() or nlmer() but have no effect. \item PQL iterations are no longer used in glmer() and nlmer(). Only the Laplace approximation is currently available. AGQ, for certain classes of GLMMs or NLMMs, is being added. \item The 'method' argument to lmer(), glmer() or nlmer() is deprecated. Use the 'REML = FALSE' in lmer() to obtain ML estimates. Selection of AGQ in glmer() and nlmer() will be controlled by the argument 'nAGQ', when completed. } } \subsection{NEW FEATURES}{ \itemize{ \item The representation of mixed-effects models has been dramatically changed to allow for smooth evaluation of the objective as the variance-covariance matrices for the random effects approach singularity. Beta testers found this representation to be more robust and usually faster than previous versions of lme4. \item The mcmcsamp function uses a new sampling method for the variance-covariance parameters that allows recovery from singularity. The update is not based on a sample from the Wishart distribution. It uses a redundant parameter representation and a linear least squares update. \item CAUTION: Currently the results from mcmcsamp look peculiar and are probably incorrect. I hope it is just a matter of my omitting a scaling factor but I have seen patterns such as the parameter estimate for some variance-covariance parameters being the maximum value in the chain, which is highly unlikely. \item The 'verbose' argument to lmer(), glmer() and nlmer() can be used instead of 'control = list(msVerbose = TRUE)'. } } }