[R] Problem with glm.nb estimation
Roberto Patuelli
roberto.patuelli at lu.unisi.ch
Fri Oct 3 19:48:34 CEST 2008
Dear All,
I've been using already for a year glm.nb() from the MASS package.
But today, R gave me an error message when estimating one of my usual
models:
> depEsf.nb <- glm.nb(depE ~ manuf00E + corps00E + lngdp00E + lngdp00sqE +
> lnpop00E + indshE + scishE + mechshE + elecshE + chemshE + drugshE +
> urban_dummyE + aggl_dummyE
+ + eE1 + eE2 + eE3 + eE4 + eE5 + eE6 + eE7 + eE8 + eE9 + eE10 + eE11 + eE12
+ eE13 + eE14 + eE15 + eE16 + eE17, maxit = 100000)
Warning messages:
1: In sqrt(1/i) : NaNs produced
2: In sqrt(1/i) : NaNs produced
What does it mean to receive such a message? And, most of all, can I fix
this problem?
The only problem I could think of is that, for this particular case, I do
not have lots of degrees of freedom (N = 67), and I use 30 variables.
Even if I start from a basic model (no eE... variables) and try to build the
model up by step(), the stepwise procedure fails at the first step (I know
step() is not made for the glm.nb() function, but it usually works just fine
for me).
Thanks in advance to everyone who might drop his/her two cents on what the
problem is.
Sincerely,
Roberto
********************
Roberto Patuelli, Ph.D.
Post-doc researcher
Institute for Economic Research (IRE)
University of Lugano (USI)
via Maderno 24, CP 4361
CH-6904 Lugano
Switzerland
Phone: +41-(0)58-666-4166
Email: roberto.patuelli at lu.unisi.ch
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