[R] Regression Error: Otherwise good variable causes singularity. Why?
asdir
dirkroettgers at gmail.com
Thu Aug 12 16:35:28 CEST 2010
This command
cdmoutcome<- glm(log(value)~factor(year)
> +log(gdppcpppconst)+log(gdppcpppconstAII)
> +log(co2eemisspc)+log(co2eemisspcAII)
> +log(dist)
> +fdiboth
> +odapartnertohost
> +corrupt
> +log(infraindex)
> +litrate
> +africa
> +imr
> , data=cdmdata2, subset=zero==1, gaussian(link =
> "identity"))
results in this table
Coefficients: (1 not defined because of singularities)
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1.216e+01 5.771e+01 0.211 0.8332
> factor(year)2006 -1.403e+00 5.777e-01 -2.429 0.0157 *
> factor(year)2007 -2.799e-01 7.901e-01 -0.354 0.7234
> log(gdppcpppconst) 2.762e-01 5.517e+00 0.050 0.9601
> log(gdppcpppconstAII) -1.344e-01 9.025e-01 -0.149 0.8817
> log(co2eemisspc) 5.655e+00 2.903e+00 1.948 0.0523 .
> log(co2eemisspcAII) -1.411e-01 4.245e-01 -0.332 0.7399
> log(dist) -2.938e-01 4.023e-01 -0.730 0.4658
> fdiboth 1.326e-04 1.133e-04 1.171 0.2425
> odapartnertohost 2.319e-03 1.437e-03 1.613 0.1078
> corrupt 1.875e+00 3.313e+00 0.566 0.5718
> log(infraindex) 4.783e+00 1.091e+01 0.438 0.6615
> litrate0.47 -2.485e+01 3.190e+01 -0.779 0.4365
> litrate0.499 -1.657e+01 2.591e+01 -0.639 0.5230
> litrate0.523 -2.440e+01 3.427e+01 -0.712 0.4769
> litrate0.528 -9.184e+00 1.379e+01 -0.666 0.5060
> litrate0.595 -2.309e+01 2.776e+01 -0.832 0.4062
> litrate0.66 -1.451e+01 2.734e+01 -0.531 0.5961
> litrate0.675 -1.707e+01 2.813e+01 -0.607 0.5444
> litrate0.68 -6.346e+00 1.063e+01 -0.597 0.5509
> litrate0.699 2.717e+00 3.541e+00 0.768 0.4434
> litrate0.706 -1.960e+01 2.933e+01 -0.668 0.5046
> litrate0.714 -2.586e+01 4.002e+01 -0.646 0.5186
> litrate0.736 5.641e+00 1.561e+01 0.361 0.7181
> litrate0.743 -2.692e+01 4.253e+01 -0.633 0.5273
> litrate0.762 -2.208e+01 3.100e+01 -0.712 0.4767
> litrate0.802 -2.325e+01 3.766e+01 -0.617 0.5375
> litrate0.847 -2.620e+01 3.948e+01 -0.664 0.5075
> litrate0.86 -3.576e+01 4.950e+01 -0.722 0.4707
> litrate0.864 -4.482e+01 6.274e+01 -0.714 0.4755
> litrate0.872 -1.946e+01 2.715e+01 -0.717 0.4739
> litrate0.877 -2.710e+01 3.702e+01 -0.732 0.4646
> litrate0.879 -3.460e+01 5.147e+01 -0.672 0.5020
> litrate0.886 -3.276e+01 4.860e+01 -0.674 0.5008
> litrate0.889 -4.120e+01 5.755e+01 -0.716 0.4746
> litrate0.904 -2.282e+01 2.985e+01 -0.764 0.4453
> litrate0.91 -3.478e+01 5.037e+01 -0.691 0.4904
> litrate0.923 -1.762e+01 2.551e+01 -0.691 0.4902
> litrate0.925 -2.445e+01 3.611e+01 -0.677 0.4990
> litrate0.926 -2.995e+01 4.565e+01 -0.656 0.5123
> litrate0.928 -2.839e+01 3.933e+01 -0.722 0.4710
> litrate0.937 -2.571e+01 3.795e+01 -0.677 0.4986
> litrate0.94 -2.109e+01 3.051e+01 -0.691 0.4900
> litrate0.959 -2.078e+01 2.895e+01 -0.718 0.4735
> litrate0.96 -3.403e+01 4.798e+01 -0.709 0.4787
> litrate0.962 -4.084e+01 5.755e+01 -0.710 0.4785
> litrate0.971 -3.743e+01 5.247e+01 -0.713 0.4761
> litrate0.98 -3.709e+01 5.170e+01 -0.717 0.4737
> litrate0.986 -2.663e+01 4.437e+01 -0.600 0.5488
> litrate0.991 -3.045e+01 4.166e+01 -0.731 0.4654
> litrate1 -2.732e+01 4.459e+01 -0.613 0.5405
> africa NA NA NA NA
> imr 2.160e+00 9.357e-01 2.309 0.0216 *
although it should result in something similar to this:
Coefficients: (1 not defined because of singularities)
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1.216e+01 5.771e+01 0.211 0.8332
> factor(year)2006 -1.403e+00 5.777e-01 -2.429 0.0157 *
> factor(year)2007 -2.799e-01 7.901e-01 -0.354 0.7234
> log(gdppcpppconst) 2.762e-01 5.517e+00 0.050 0.9601
> log(gdppcpppconstAII) -1.344e-01 9.025e-01 -0.149 0.8817
> log(co2eemisspc) 5.655e+00 2.903e+00 1.948 0.0523 .
> log(co2eemisspcAII) -1.411e-01 4.245e-01 -0.332 0.7399
> log(dist) -2.938e-01 4.023e-01 -0.730 0.4658
> fdiboth 1.326e-04 1.133e-04 1.171 0.2425
> odapartnertohost 2.319e-03 1.437e-03 1.613 0.1078
> corrupt 1.875e+00 3.313e+00 0.566 0.5718
> log(infraindex) 4.783e+00 1.091e+01 0.438 0.6615
> litrate -2.485e+01 3.190e+01 -0.779 0.4365
> africa -2.732e+01 4.459e+01 -0.613 0.5405
> imr 2.160e+00 9.357e-01 2.309 0.0216 *
In fact, if I don't use the litrate variable, the regression runs just fine.
If I use the variable in a different regression, it also works fine. I just
can't find the point where it turns ugly.
I tested the litrate-variable for everything I know to test for: The
structure is numerical and it does not contain any missings. It has the same
length as every other variable in the set and is a continuous variable with
values between 0 and 1.
Does anyone have an idea?
--
View this message in context: http://r.789695.n4.nabble.com/Regression-Error-Otherwise-good-variable-causes-singularity-Why-tp2322780p2322780.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list