[R] Robust regression error: Too many singular resamples
Alexandra Denby
alexandra.denby at gmail.com
Mon Jul 12 20:46:51 CEST 2010
Hello.
I've got a dataset that may have outliers in both x and y. While I am not
at all familiar with robust regression, it looked like the function lmrob in
package robustbase should handle this situation. When I try to use it, I
get:
Too many singular resamples
Aborting fast_s_w_mem()
Looking into it further, it appears that for an indicator variable in one of
my interaction terms, 98% of the data have value 1 and only 2% have value 0.
I believe this is the cause of the problem, but am confused as to why the
algorithm cannot handle this situation. The probability of actually getting
a singular sample ought to be fairly low, unless the sample sizes are fairly
tiny. Is there some parameter I can tweak to increase the sample size, or
is something else going on?
You can easily reproduce this by running the following. Any advice would be
appreciated. Thank you.
library(robustbase)
x <- rnorm(10000)
isZ <- c(rep(1,9800),rep(0,200))
y <- rnorm(10000)
model <- lmrob(y~x*isZ)
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