[R] Error when running Conditional Logit Model

[Hien Nguyen]

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.
>>