I am trying to implement propensity score weighting in a GEE model with geeglm. I am also using bootstrapping to estimate the standard errors. However, I am running into a strange convergence related issue with geeglm.
I believe I have coded everything necessary to implement the methods correctly. However, when running geeglm with the bootstrap samples, occasionally, a peculiar sample seems to cause nonconvergence. However, the function seems to get stuck when it doesn't converge but it does not break out and give a convergence error. Therefore, the only way to stop is to press the stop button in Rstudio which requires me to abort everything and restart Rstudio running everything from scratch.
Here is an example of the sequence of iterations I get from the trace option in the control settings which allows me to print out the details of each iteration of the fitting algorithm.
iter = 0 beta = -6.129982 0.157005 0.069532 0.226057 -0.403785 -0.050105 -0.163753 -0.205799 0.617615 -0.331346 gamma = 653.576761 alpha = 0.000000
iter = 1 beta = -6.129982 0.157005 0.069532 0.226057 -0.403785 -0.050105 -0.163753 -0.205799 0.617615 -0.331346 gamma = 0.932907 alpha = 0.459056
iter = 2 beta = -6.145171 0.078880 -0.014521 0.315024 -0.338607 -0.046403 -0.150386 -0.185138 0.463438 -0.317506 gamma = 0.955960 alpha = 1.002303
iter = 3 beta = -11.616787 1.595249 -0.368715 2.298262 0.478158 -0.002019 -0.842909 -4.365958 -0.839819 -1.269375 gamma = 1065.562333 alpha = 1.400400
iter = 4 beta = 396.013316 -72.850710 -52.460387 -240.090210 -34.443043 0.425689 -74.907351 414.566790 30.545857 45.713360 gamma = nan alpha = nan
When it gets down to iteration 4 it obviously has not converged, but it seems to just get stuck in a holding pattern without breaking out and giving a nonconvergence error. The only way to break is to completely abort and restart Rstudio.
I have been able to avoid the nonconvergence by specifying scale.fix=TRUE, but that is not helpful for me as a solution.
I was expecting that if R gets stuck and doesn't converge then it would just break out and give a nonconvergence error. But with geeglm, that does not seem to be the case? Any suggestions for how to get a nonconvergence error would be helpful.