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using 'lrm' for logistic regression
2 messages · Utkarsh Singhal, Frank E Harrell Jr
Utkarsh Singhal wrote:
Hi R, I am getting this error while trying to use 'lrm' function with nine independent variables:
res =
lrm(y1994~WC08301+WC08376+WC08316+WC08311+WC01001+WC08221+WC08106+WC0810 1+WC08231,data=y) singular information matrix in lrm.fit (rank= 8 ). Offending variable(s): WC08101 WC08221 Error in j:(j + params[i] - 1) : NA/NaN argument Now, if I take choose only four independent variables then there is no error.
res = lrm(y1994~ WC08221+WC08106+WC08101+WC08231,data=y)
But strangely, if I use 'glm', with the family as binomial(logit) and with the same dataset, it is working perfectly fine.
res =
glm(y1994~WC08301+WC08376+WC08316+WC08311+WC01001+WC08221+WC08106+WC0810 1+WC08231,data=y,family=binomial(logit)) Any ideas..? Regards Utkarsh
Design's fitting functions are not kind about ignoring parameters associated with singular covariance matrices. In glm you should see a zero for such coefficients. In design you have to delete the singular variables manually. Occasionally you have to tweak the tol argument to lrm. A new function in Hmisc called redun will run a redundancy analysis to help understand the predictor collinearities. Frank
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Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University