Still the same reasons. It is possible to have collinearity without
having any one column be a multiple of another.
> xyz <- data.frame(x=sample(1:1000, 5), y=sample(1:1000, 5) ,
xx=sample(1:1000, 5) ,yy=sample(1:1000, 5) )
> xyz$z <- xyz$x + xyz$y + xyz$xx
> solve(xyz)
Error in solve.default(xyz) :
system is computationally singular: reciprocal condition number =
6.39164e-20
On Jun 26, 2009, at 6:22 AM, Laura Bonnett wrote:
Dear Sir,
Thank you for your response. You were correct, I had 1 linearly
dependent column. I have solved this problem and now the rank of
'covaeb' is 17 (qr(covaeb)$rank = 17). However, I still get the same
error message when I use covaeb in the 'crr' function.
fit=crr(snearmb$with.Withtime,csaeb,covaeb,failcode=2,cencode=0)
8 cases omitted due to missing values
Error in drop(.Call("La_dgesv", a, as.matrix(b), tol, PACKAGE =
"base")) :
system is computationally singular: reciprocal condition number =
3.45905e-25
Are there any other reasons why this may be happening?
Thank you,
Laura
2009/6/25 Ravi Varadhan <rvarad...@jhmi.edu>:
This means that your design matrix or model matrix is rank
deficient, i.e it
does not have linearly independent columns. Your predictors are
collinear!
Just take your design matrices "covaea" or "covaeb" with 17
predcitors and
compute their rank or try to invert them. You will see the problem.
Ravi.
----------------------------------------------------------------------------
-------
Ravi Varadhan, Ph.D.
Assistant Professor, The Center on Aging and Health
Division of Geriatric Medicine and Gerontology
Johns Hopkins University
Ph: (410) 502-2619
Fax: (410) 614-9625
Email: rvarad...@jhmi.edu
Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml
----------------------------------------------------------------------------
--------
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org
] On
Behalf Of Laura Bonnett
Sent: Thursday, June 25, 2009 11:39 AM
To: r-help@r-project.org
Subject: [R] crr - computationally singular
Dear R-help,
I'm very sorry to ask 2 questions in a week. I am using the
package 'crr'
and it does exactly what I need it to when I use the dataset a.
However, when I use dataset b I get the following error message:
Error in drop(.Call("La_dgesv", a, as.matrix(b), tol, PACKAGE =
"base")) :
system is computationally singular: reciprocal condition number =
1.28654e-24
This is obviously as a result of a problem with the data but apart
from
dataset a having 1674 rows and dataset b having 701 rows there is
really no
difference between them.
The code I am using is as follows where covaea and covaeb are
matrices of
covarites, all coded as binary variables.
In case a:
covaea <-
cbind
(sexa,fsha,fdra,nsigna,eega,th1a,th2a,stype1a,stype2a,stype3a,pgu
1a,pgu2a,log(agea),firstinta/1000,totsezbasea)
fita <- crr(snearma$with.Withtime,csaea,covaea,failcode=2,cencode=0)
and in case b:
covaeb <-
cbind
(sexb,fshb,fdrb,nsignb,eegb,th1b,th2b,stype1b,stype2b,stype3b,sty
pe4b,stype5b,pgu1b,pgu2b,(ageb/10)^(-1),firstintb,log(totsezbaseb))
fitb <- crr(snearmb$with.Withtime,csaeb,covaeb,failcode=2,cencode=0)
csaea and csaeb are the censoring indicators for a and b
respectively which
equal 1 for the event of interest, 2 for the competing risks event
and 0
otherwise.
Can anyone suggest a reason for the error message? I've tried
running fitb
with variants of covaeb and irrespective of the order of the
covariates in
the matrix, the code runs fine with 16 of the 17 covariates
included but
then produces an error message when the 17th is added.
Thank you for your help,
Laura
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
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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.