[RsR] Maximum number of variables with lmRob? Error: singular matrix encountered

whatever it is, it is specific to the dataset you are using, not the
software:

library(robust)
p<-20
n<-200
x<-matrix(rnorm(n*p),n,p)
b<-rnorm(p+1)
y<-cbind(1,x)%*%b+rnorm(n)
lmRob(y~x)


you should therefore provide more informations about the dataset,






On 08/26/2012 07:33 AM, Fabricio Vasselai wrote:

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

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