This is a common problem, for which solutions are poorly documented. 1. Have you tried fitting simpler models, in the hopes of getting something that converges without complaint, then use 'update' to try more complicated models? It sometimes works, though often not. 2. Also, have you tried something like 'lme(..., control=lmeControl(returnObject=TRUE))'? If no, I suggest you try this first. With the error message you report, I would expect this to work, though it may not. 3. Finally, have you tried something like 'lme(..., control=lmeControl(singular.ok=TRUE))' OR 'lme(..., control=lmeControl(singular.ok=TRUE, returnObject=TRUE))'? I'm not sure, but I believe this may work when "returnObject=TRUE" does not. 4. Have you tried the following:
               library(FinTS)
               package.dir('nlme')

I tried this just now and learned that the 'nlme' packages contains two non-standard subdirectories named "mlbook" and "scripts". The second contains files names 'ch01.R', 'ch02.R', etc., which contain the R commands required to reproduce virtually all the figures, tables and examples in Pinheiro and Bates (2000) Mixed-Effects Models in S and S-PLUS (Springer). If you have not already done so, I recommend you get this book and use these script files to facilitate your study of it. Doug Bates is one of the world's leading experts in mixed-effects modeling, and I have learned a lot from my study of it. Hope this helps. Spencer Graves
Rebecca Sela wrote:
I tried to use LME (on a fairly large dataset, so I am not including it), and I 
got this error message:

Error in lme.formula(formula(paste(c(toString(TargetName), "as.factor(nodeInd)"), : nlminb problem, convergence error code = 1
  message = false convergence (8)

Is there any way to get more information or to get the potentially wrong 
estimates from LME?

(Also, the page in the NLMINB documentation,  
http://netlib.bell-labs.com/cm/cs/cstr/153.pdf, has errors in it, which makes 
it harder to check on what is happening.)

Thank you in advance!

Rebecca

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