[R] Problem with glm.nb estimation

[Roberto Patuelli]

Dear All,

I've been using already for a year glm.nb() from the MASS package.
But today, R gave me an error message when estimating one of my usual 
models:


> depEsf.nb <- glm.nb(depE ~ manuf00E + corps00E + lngdp00E + lngdp00sqE + 
> lnpop00E + indshE + scishE + mechshE + elecshE + chemshE + drugshE + 
> urban_dummyE + aggl_dummyE
+ + eE1 + eE2 + eE3 + eE4 + eE5 + eE6 + eE7 + eE8 + eE9 + eE10 + eE11 + eE12 
+ eE13 + eE14 + eE15 + eE16 + eE17, maxit = 100000)
Warning messages:
1: In sqrt(1/i) : NaNs produced
2: In sqrt(1/i) : NaNs produced


What does it mean to receive such a message? And, most of all, can I fix 
this problem?
The only problem I could think of is that, for this particular case, I do 
not have lots of degrees of freedom (N = 67), and I use 30 variables.
Even if I start from a basic model (no eE... variables) and try to build the 
model up by step(), the stepwise procedure fails at the first step (I know 
step() is not made for the glm.nb() function, but it usually works just fine 
for me).

Thanks in advance to everyone who might drop his/her two cents on what the 
problem is.

Sincerely,
Roberto

********************
Roberto Patuelli, Ph.D.
Post-doc researcher
Institute for Economic Research (IRE)
University of Lugano (USI)
via Maderno 24, CP 4361
CH-6904 Lugano
Switzerland
Phone: +41-(0)58-666-4166
Email: roberto.patuelli at lu.unisi.ch