[R] Error when running Conditional Logit Model
Hien Nguyen
hien.nmsu at gmail.com
Fri Dec 4 23:49:45 CET 2009
Dear Dr. Winsemius,
Thank you very much for your reply.
I have tried many possible combinations (even with the model of only 2
predictors) but it produces the same message. With more than 4000
observations, I think 14 predictors might not be too many.
Although my dependent variable (Pin) is not discrete (it ranges from 0
to 1), I do not think it will create problems to the estimation but I'm
not sure
I have checked the collinearity among predictors and they are all < 0.5
(which I think is OK). Do you know what else could make this errors?
Thanks a lot
Hien Nguyen
David Winsemius wrote:
>
> On Dec 4, 2009, at 9:22 AM, Hien Nguyen wrote:
>
>> Dear R-helpers,
>>
>> I am very new to R and trying to run the conditional logit model using
>> "clogit " command.
>> I have more than 4000 observations in my dataset and try to predict the
>> dependent variable from 14 independent variables. My command is as
>> follows
>>
>> clmtest1 <-
>> clogit(Pin~Income+Bus+Pop+Urbpro+Health+Student+Grad+NE+NW+NCC+SCC+CH+SE+MRD+strata(IDD),data=clmdata)
>>
>>
>>
>> However, it produces the following errors:
>>
>> Error in fitter(X, Y, strats, offset, init, control, weights =
>> weights, :
>> NA/NaN/Inf in foreign function call (arg 6)
>> In addition: Warning messages:
>> 1: In Surv(rep(1, 4096L), Pinmig) : Invalid status value, converted
>> to NA
>> 2: In fitter(X, Y, strats, offset, init, control, weights = weights, :
>> Ran out of iterations and did not converge
>>
>> I search the error message from R forums but it does not say anything
>> for Conditional Logit Model.
>
> With that many predictors in a small dataset, you may have created
> matrix singularities. Perhaps you created a stratum where all of the
> subjects experience the event and others where none did so. The
> coefficients might be driven to infinities. Try simplifying the model.
>
>
>>
>> Please check for me what it says and what should I do to solve it.
>>
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