[R] error with polr()

[Bill.Venables@csiro.au]

This is always tricky.  Here is a work-around.  

Try asking for the Hessian with the original fit:

> fm <- polr(factor(y) ~ lx, data = ord.dat, Hess=T)
> summary(fm)
Call:
polr(formula = factor(y) ~ lx, data = ord.dat, Hess = T)

Coefficients:
      Value Std. Error  t value
lx 2.420614  0.8146359 2.971406

Intercepts:
    Value  Std. Error t value
0|1 0.5865 0.8118     0.7224 
1|2 4.8966 1.7422     2.8106 

Residual Deviance: 20.43286 
AIC: 26.43286 

---

[I have no idea if this is "the same as SAS" but if not, please report
the problem to SAS Inc.]

Bill Venables.


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Chaehyung Ahn
Sent: Tuesday, 22 March 2005 11:44 AM
To: r-help at stat.math.ethz.ch
Subject: [R] error with polr()


Dear Sir,

I get an error message when I use polr() in MASS package.

My data is "ord.dat".  I made "y" a factor.

   y y1 y2       x       lx
1  0  0  0 3.2e-02 -1.49485
2  0  0  0 3.2e-02 -1.49485
3  0  0  0 1.0e-01 -1.00000
4  0  0  0 1.0e-01 -1.00000
5  0  0  0 3.2e-01 -0.49485
6  0  0  0 3.2e-01 -0.49485
7  1  1  0 1.0e+00  0.00000
8  0  0  0 1.0e+00  0.00000
9  1  1  0 3.2e+00  0.50515
10 1  1  0 3.2e+00  0.50515
11 0  0  0 1.0e+01  1.00000
12 1  1  0 1.0e+01  1.00000
13 1  1  0 3.2e+01  1.50515
14 2  1  1 3.2e+01  1.50515
15 2  1  1 1.0e+02  2.00000
16 1  1  0 1.0e+02  2.00000
17 2  1  1 3.2e+02  2.50515
18 1  1  0 3.2e+02  2.50515
19 2  1  1 1.0e+03  3.00000
20 2  1  1 1.0e+03  3.00000

When I try,
> polr(y~lx,data=ord.dat)

I gives me a output, which is the same as that from SAS.

But when I try,
> summary(polr(y~lx,data=ord.dat))

Re-fitting to get Hessian

Error in optim(start, fmin, gmin, method = "BFGS", hessian = Hess, ...)
:
        initial value in vmmin is not finite

And the weird thing is that it's fine if I use "x" instead of
"lx", where lx=log10(x).

thanks

Sincerely,

cahn

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