[R] convergence error with heidel.diag

Anthony Pezzola apezzola at reed.edu
Wed Sep 12 23:24:57 CEST 2007


I received the following error after running:

####
 > heidel.diag(posterior, eps=0.1, pvalue=0.05)
Error in glm.fit(x = X, y = Y, weights = weights, start = start, 
etastart = etastart,  :
	inner loop 1; cannot correct step size
In addition: There were 21 warnings (use warnings() to see them)
 > test.diag <- heidel.diag(posterior, eps=0.1, pvalue=0.05)
Error in glm.fit(x = X, y = Y, weights = weights, start = start, 
etastart = etastart,  :
	inner loop 1; cannot correct step size
In addition: There were 21 warnings (use warnings() to see them)
 > warnings()
Warning messages:
1: algorithm did not converge in: glm.fit(x = X, y = Y, weights = 
weights, start = start, etastart = etastart,   ...
#####

posterior was generated using:

#####
 > posterior <-MCMCirt1d(mydata, theta.fixed =1, burnin=35000, 
mcmc=75000, thin=300)
#####

Is a chain of 250 simply too short for heidel.diag to work with?  If so 
how long should it be?

Thanks in advance,
Anthony

-- 
_____________________________
Anthony Pezzola
Visiting Assistant Professor
Department of Political Science
Reed College
503.517.7656



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