Dear Dr. Winsemius,
Thank you very much for your reply.
I have tried many possible combinations (even with the model of only 2
predictors) but it produces the same message. With more than 4000
observations, I think 14 predictors might not be too many.
Although my dependent variable (Pin) is not discrete (it ranges from 0
to 1), I do not think it will create problems to the estimation but I'm
not sure
I have checked the collinearity among predictors and they are all < 0.5
(which I think is OK). Do you know what else could make this errors?
Thanks a lot
Hien Nguyen
David Winsemius wrote:
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.
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