[R] Singular information matrix in lrm.fit
Charles C. Berry
cberry at tajo.ucsd.edu
Fri Oct 10 03:34:05 CEST 2008
On Thu, 9 Oct 2008, useR wrote:
> Hi R helpers,
> I'm fitting large number of single factor logistic regression models
> as a way to immediatly discard factor which are insignificant.
> Everything works fine expect that for some factors I get error message
> "Singular information matrix in lrm.fit" which breaks whole execution
> loop... how to make LRM not to throw this error and simply skip
> factors with singularity problem...
> alternative solution also appreciated.
did you mean 'lrm' ?
penalty = 0.0 is the default for lrm(). Use a small, positive value.
Or use a score test, which for a single factor model could be obtained
from lm(), IIRC.
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> and provide commented, minimal, self-contained, reproducible code.
Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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