[R] Error when running Conditional Logit Model

[David Winsemius]

On Dec 4, 2009, at 9:22 AM, Hien Nguyen wrote:

> Dear R-helpers,
>
> I am very new to R and trying to run the conditional logit model using
> "clogit " command.
> I have more than 4000 observations in my dataset and try to predict  
> the
> dependent variable from 14 independent variables. My command is as  
> follows
>
> clmtest1 <-
> clogit(Pin~Income+Bus+Pop+Urbpro+Health+Student+Grad+NE+NW+NCC+SCC+CH 
> +SE+MRD+strata(IDD),data=clmdata)
>
>
> However, it produces the following errors:
>
> Error in fitter(X, Y, strats, offset, init, control, weights =  
> weights,  :
> NA/NaN/Inf in foreign function call (arg 6)
> In addition: Warning messages:
> 1: In Surv(rep(1, 4096L), Pinmig) : Invalid status value, converted  
> to NA
> 2: In fitter(X, Y, strats, offset, init, control, weights =  
> weights,  :
> Ran out of iterations and did not converge
>
> I search the error message from R forums but it does not say anything
> for Conditional Logit Model.

With that many predictors in a small dataset, you may have created  
matrix singularities. Perhaps you created a stratum where all of the  
subjects experience the event and others where none did so. The  
coefficients might be driven to infinities. Try simplifying the model.


>
> Please check for me what it says and what should I do to solve it.
>
-- 

David Winsemius, MD
Heritage Laboratories
West Hartford, CT