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-va!
lu!
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
[[alternative HTML version deleted]]
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--
Brian D. Ripley, rip...@stats.ox.ac.uk
Emeritus Professor of Applied Statistics, University of Oxford
1 South Parks Road, Oxford OX1 3TG, UK
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
