Hi all, I'm using censReg() to run a random effects model, but R is having an error. Can you help me understanding why?
When I run this model, everything works fine: tob1 <- censReg(transfers.cap ~ factor(year) + district2 + gdp.cap - 1, left=0, right=Inf, method="BFGS", nGHQ=15, iterlim=10000, data = d3) But this one, does not: tob2 <- censReg(transfers.cap ~ factor(year) + I(constituency.coa.v/100) + district2 - 1, left=0, right=Inf, method="BFGS", nGHQ=15, iterlim=10000, data = d3) The error is: Error in solve.default(OM) : system is computationally singular: reciprocal condition number = 4.41531e-17 Thanks, *Felipe Nunes* CAPES/Fulbright Fellow PhD Student Political Science - UCLA Web: felipenunes.bol.ucla.edu On Fri, Mar 2, 2012 at 10:29 AM, Felipe Nunes <felipnu...@gmail.com> wrote: > Hi Arne, > > thanks for the improvements in the package. I'm using it right now and > it's working very well. > > Best, > > *Felipe Nunes* > CAPES/Fulbright Fellow > PhD Student Political Science - UCLA > Web: felipenunes.bol.ucla.edu > > > > On Fri, Mar 2, 2012 at 2:13 AM, Arne Henningsen < > arne.henning...@googlemail.com> wrote: > >> Dear Felipe >> >> On 29 September 2011 14:10, Arne Henningsen >> <arne.henning...@googlemail.com> wrote: >> > Hi Felipe >> > >> > On 25 September 2011 00:16, Felipe Nunes <felipnu...@gmail.com> wrote: >> >> Hi Arne, >> >> my problem persists. I am still using censReg [version - 0.5-7] to run >> a >> >> random effects model in my data (>50,000 cases), but I always get the >> >> message. >> >> tob7 <- censReg(transfers.cap ~ pt.pt + psdb.pt + pt.opp + pt.coa + >> psdb.coa >> >> + pib.cap + transfers.cap.lag + pib.cap + ifdm + log(populat) + >> >> mayor.vot.per + log(bol.fam.per+0.01) + factor(uf.name) + >> factor(year) - 1, >> >> left=0, right=Inf, method="BHHH", nGHQ=8, iterlim=10000, data = pdata2) >> >> Error in maxNRCompute(fn = logLikAttr, fnOrig = fn, gradOrig = grad, >> >> hessOrig = hess, : >> >> NA in the initial gradient >> >> If I sent you my data set, could you try to help me? I have been >> struggling >> >> with that for two months now. >> > >> > Thanks for sending me your data set. With it, I was able to figure >> > out, where the NAs in the (initial) gradients come from: when >> > calculating the derivatives of the standard normal density function [d >> > dnorm(x) / d x = - dnorm(x) * x], values for x that are larger than >> > approximately 40 (in absolute terms) result in so small values (in >> > absolute terms) that R rounds them to zero. Later, these derivatives >> > are multiplied by some other values and then the logarithm is taken >> > ... and multiplying any number by zero and taking the logarithms gives >> > not a finite number :-( >> > >> > When *densities* of the standard normal distribution become too small, >> > one can use dnorm(x,log=TRUE) and store the logarithm of the small >> > number, which is much larger (in absolute terms) than the density and >> > hence, is not rounded to zero. However, in the case of the >> > *derivative* of the standard normal density function, this is more >> > complicated as log( d dnorm(x) / d x ) = log( dnorm(x) ) + log( - x ) >> > is not defined if x is positive. I will try to solve this problem by >> > case distinction (x>0 vs. x<0). Or does anybody know a better >> > solution? >> >> Finally(!), I have implemented this solution in the censReg() package. >> Some initial tests (including your model and data) show that the >> revised calculation of the gradient of the random effects panel data >> model for censored dependent variables is much more robust to rounding >> errors. The improved version of the censReg package is not yet via >> CRAN, but it is available at R-Forge: >> >> https://r-forge.r-project.org/R/?group_id=256 >> >> If you have further questions or feedback regarding the censReg >> package, please use a forum or "tracker" on the R-Forge site of the >> sampleSelection project: >> >> https://r-forge.r-project.org/projects/sampleselection/ >> >> Best wishes from Copenhagen, >> Arne >> >> -- >> Arne Henningsen >> http://www.arne-henningsen.name >> > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
