[R] Singular information matrix in lrm.fit

[Charles C. Berry]

On Thu, 9 Oct 2008, useR wrote:

> Hi R helpers,
>
>
>
> I'm fitting large number of single factor logistic regression models
> as a way to immediatly discard factor which are insignificant.
> Everything works fine expect that for some factors I get error message
> "Singular information matrix in lrm.fit" which breaks whole execution
> loop... how to make LRM not to throw this error and simply skip
> factors with singularity problem...

 	?try
>
>
> alternative solution also appreciated.

did you mean 'lrm' ?

penalty = 0.0 is the default for lrm(). Use a small, positive value.

Or use a score test, which for a single factor model could be obtained 
from lm(), IIRC.

HTH,

Chuck
>
>
> Thanks
>
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Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901