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PI63465: MIXED: GETTING INSUFFICIENT MEMORY WARNING FOR REPEATED COVARIANCE TYPES UNSTRUCTURED (UN) AND UNSTRUCTURED CORRELATION

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APAR status

  • Closed as user error.

Error description

  • You work with IBM SPSS Statistics releases 24 or 23 FP3.
    You would like to create a Linear Mixed Model. In your data file
    there are several string variables you also use for the model.
    On menu Analyze - Mixed Models - Linear first dialog you select
    a Subject variable for Subjects section and another variable for
    Repeated Covariance type, as type you use for example
    "Unstructured" f
    
    On Linear Mixed Models dialog you define a dependent variable,
    some Factors and some Covariates
    Also, on Fixed Effects dialog you add some Factorial, 2-way,
    3-way and 4-way Effects into the Model
    Example syntax:
    
    MIXED Probe.RT BY Probe_type ProbePos TextType WITH RS
      /CRITERIA=CIN(95) MXITER(100) MXSTEP(10) SCORING(1)
    SINGULAR(0.000000000001) HCONVERGE(0,
        ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001,
    ABSOLUTE)
      /FIXED=TextType TextType*RS Probe_type*TextType*RS
    ProbePos*TextType*RS
        Probe_type*ProbePos*TextType*RS | SSTYPE(3)
      /METHOD=REML
      /REPEATED=TxtNo | SUBJECT(Subject) COVTYPE(UN).
    
    When you run the model, no output is created and you get warning
    about insufficient memory:
    
    Warnings
    Insufficient memory to estimate the model parameters.
    Execution of this command stops.
    
    This happens for subcommands
    
     /REPEATED=TxtNo | SUBJECT(Subject) COVTYPE(UN).
     and
    /REPEATED=TxtNo | SUBJECT(Subject) COVTYPE(UNR).
    
    but it works fine for Covariate type Diagonal:
    /REPEATED=TxtNo | SUBJECT(Subject) COVTYPE(DIAG).
    

Local fix

  • This is functioning as designed and not a program defect. In the
    customer example model and file there are 96 levels to the
    repeated factor. The model with the diagonal covariance
    structure for the residual matrix thus fits 96 covariance
    parameters. The unstructured model would fit an additional 4560,
    for a total of 4656. In doing the estimation, the procedure
    needs (at each iteration) to invert a matrix (known as the
    Hessian) the size of which is proportional to the square of the
    number of total parameters in the model, including those for
    fixed effects. Here there are 14 fixed-effect parameters plus
    the covariance parameters, so 4670. So the Hessian matrix would
    be 21,808,900 x 21,808,900. It would be represented only by the
    diagonal and one half of the off-diagonal elements, since the
    other half would be the same, but it would still involve about
    237,814,000,000,000 distinct elements. A simpler structure
    should be used for the model.
    

Problem summary

Problem conclusion

Temporary fix

Comments

  • This is functioning as designed and not a program defect. In the
    customer example model and file there are 96 levels to the
    repeated factor. The model with the diagonal covariance
    structure for the residual matrix thus fits 96 covariance
    parameters. The unstructured model would fit an additional 4560,
    for a total of 4656. In doing the estimation, the procedure
    needs (at each iteration) to invert a matrix (known as the
    Hessian) the size of which is proportional to the square of the
    number of total parameters in the model, including those for
    fixed effects. Here there are 14 fixed-effect parameters plus
    the covariance parameters, so 4670. So the Hessian matrix would
    be 21,808,900 x 21,808,900. It would be represented only by the
    diagonal and one half of the off-diagonal elements, since the
    other half would be the same, but it would still involve about
    237,814,000,000,000 distinct elements. A simpler structure
    should be used for the model.
    

APAR Information

  • APAR number

    PI63465

  • Reported component name

    SPSS STATISTICS

  • Reported component ID

    5725A54ST

  • Reported release

    O00

  • Status

    CLOSED USE

  • PE

    NoPE

  • HIPER

    NoHIPER

  • Special Attention

    NoSpecatt / Xsystem

  • Submitted date

    2016-06-02

  • Closed date

    2016-06-03

  • Last modified date

    2016-06-03

  • APAR is sysrouted FROM one or more of the following:

  • APAR is sysrouted TO one or more of the following:

Fix information

Applicable component levels

[{"Business Unit":{"code":"BU048","label":"IBM Software"},"Product":{"code":"SSCQ88K","label":"Statistics Desktop"},"Component":"","ARM Category":[],"Platform":[{"code":"PF025","label":"Platform Independent"}],"Version":"O00","Edition":"","Line of Business":{"code":"","label":""}}]

Document Information

Modified date:
03 June 2016