[RsR] Maximum number of variables with lmRob? Error: singular matrix encountered
Dears, Thank you very much for your replies so far. First, about my dataset, I am not allowed to publish it here yet. But I am arranging to simulate something similar to show you a data-baase example of the problem. Manuel: you just gave me a good idea. And indeed, the problem does not happen when I use lmrob! Awesome. The only problem is: when I run smaller models, with 10 variables for instance, so lmRob does work for me, then the results from lmRob and from lmrob are substantialy different. Sorry for the silly question, but I would be very interesting in understanding why those two versions of the package could give such a difference. It can be very interesting to asnwer many theoretical qusetions. S.Ellison: very right, it would make sense. But the problem still happens with only one interaction, unfortunattely. Thanks a lot right now for the insights. FABRICIO 2012/8/28 S Ellison <S.Ellison at lgcgroup.com>
One 'obvious' possibility with interactions for a lot of predictors is that you might have no cells in the full interaction table with more than 1 observation. That would result in a singular model due to exact fitting. S Ellison
-----Original Message-----
From: r-sig-robust-bounces at r-project.org
[mailto:r-sig-robust-bounces at r-project.org] On Behalf Of
Fabricio Vasselai
Sent: 26 August 2012 06:33
To: r-sig-robust
Subject: [RsR] Maximum number of variables with lmRob? Error:
singular matrix encountered
Dear list,
I've been trying different models with lmRob for the past
days and I was
wondering: is there a maximum number of variables to include
in a model so to avoid the following error in lmRob?
The error message is:
Error in lmRob.fit.compute(x2, y, x1 = x1, x1.idx = x1.idx,
nrep = nrep, :
Singular matrix encountered.Erro em ans[[i]]$call : $
operator is invalid for atomic vectors
It seems to me that there is a limit of 14 independent
variables plus the intercept. It can run any combination of
variables in any dataset I try, as far as final parameters
are not beyond this limit.
Is it right? I did not find information about this yet. Is
there a way to go beyond this number of variables?
Thanks in advance!
Best,
FABRICIO
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Robust at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust
*******************************************************************
This email and any attachments are confidential. Any u...{{dropped:12}}