[R] polr: initial value in 'vmmin' is not finite

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Mar 8 19:23:24 CET 2015

If you did as the posting guide asked and not send HTML your message 
might actually be readable.  But I see no sign of the 'commented, 
minimal, self-contained, reproducible' example.

The issue is most likely the starting values.  See ?polr for how to 
specify others (and it sounds like you can use the coefficients from a 
smaller fit to do so).

Finally, you are completely failing to credit the work you are using. 
Package MASS is not even mentioned, and its author expects civilized 
behaviour from its users.

On 08/03/2015 10:16, Wouter Simons wrote:
> Hi all, I'm trying to estimate an ordered probit model using polr: polr(Rating ~ Currac + Debt + Inflation + GDPpc + GDPgr + Ratio + Levelofdev + Eurozone + Default, method ="probit") where Rating is an ordered discrete dependent variable and the independent variables are a set of economic determinants (e.g. inflation rate). However, I keep getting the same error: Error in optim(s0, fmin, gmin, method = "BFGS", ...) : initial value in 'vmmin' is not finiteI found it in the C code (src/main/optim.c), at line 523 in the procedure vmmin. An error is thrown because the result of function fminfn is not finite. In this function fminfn, at line 82, the result is calculated as result = REAL(s)[0]/(OS->fnscale). This does not make much sense to me, however. I understood it should have something to do with a function evaluating at an infinite value at the starting values. I was hoping someone could explain this in more detail, or help me overcome the problem. Exluding/omitting NA-valu!
>   es from the dataset does not resolve the problem. However, when I delete either Inflation or GDPpc from the set of regressors, it suddenly works fine. And when I delete everything else but keep both Inflation and GDPpc, it also still works. If you have experienced the same problem or might know how to deal with this, I would be really grateful for your response. Thanks a lot, Wouter 		 	   		
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Brian D. Ripley,                  ripley at stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford
1 South Parks Road, Oxford OX1 3TG, UK

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