Dear r helpers
I run the following code for nested logit and got a message that
Error in optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method =
"BFGS") : initial value in 'vmmin' is not finite
What does this mean? and how can I correct it?
Thank you
June
> yogurt = read.table("yogurtnp.csv", header=F,sep=",")> attach(yogurt)>
> dim(yogurt)[1] 12784 25> choice = yogurt[,2:5]> price=yogurt[,14:17]>
> feature=yogurt[,6:9]> n = nrow(yogurt)> constant = rep(1,each=n)>
> yop=cbind(constant,feature[,1],price[,1])>
> dan=cbind(constant,feature[,2],price[,2])>
> hil=cbind(constant,feature[,3],price[,3])> wt=cbind(feature[,4],price[,4])> >
> fr <- function(x) { + x1 = x[1]+ x2 = x[2]+ x3 = x[3]+ x4 = x[4]+ x5 = x[5]+
> x6 = x[6]+ x7 = x[7]+ con1 = rbind(x[1],x[5],x[6])+ con2 =
> rbind(x[2],x[5],x[6])+ con3 = rbind(x[3],x[5],x[6])+ con4 = rbind(x[5],x[6])+
> rho=exp(x[7])/(1+exp(x[7]))+ ey = exp((yop%*%con1)/rho)+ ed =
> exp((dan%*%con2)/rho)+ eh = exp((hil%*%con3)/rho)+ ew = exp((wt%*%con4)/rho)+
> ev = ey+ed+eh+ew+ den=(ey+ed+eh+ew)+ iv = rho*log(den)+
> pp=exp(x[4]+iv)/(1+exp(x[4]+iv))+ pr1 =pp* ey/den+ pr2 =pp* ed/den+ pr3 =pp*
> eh/den+ pr4 =pp* ew/den+ pnp=1/(1+exp(x[4]+iv))+ likelihood =
> (pnp*yogurt[,1])+(pr1*yogurt[,2])+(pr2*yogurt[,3])+(pr3*yogurt[,!
4])+(pr4*yogurt[,4])+ lsum = log(likelihood)+ return(-colSums(lsum))+ }> p =
optim(c(0,0,0,0,0.1,-2,-0.2),fr, hessian = TRUE, method = "BFGS")Error in
optim(c(0, 0, 0, 0, 0.1, -2, -0.2), fr, hessian = TRUE, method = "BFGS") :
initial value in 'vmmin' is not finite
_________________________________________________________________
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
