[R] error in optim, within polr(): "initial value in 'vmmin' is not finite"

[Ben Haller]

  Hi all.  I'm just starting to explore ordinal multinomial regression.  My dataset is 300,000 rows, with an outcome (ordinal factor from 1 to 9) and five independent variables (all continuous).  My first stab at it was this:

pomod <- polr(Npf ~ o_stddev + o_skewness + o_kurtosis + o_acl_1e + dispersal, rlc, Hess=TRUE)

  And that worked; I got a good model fit.  However, a variety of other things that I've tried give me this error:

Error in optim(s0, fmin, gmin, method = "BFGS", ...) : 
  initial value in 'vmmin' is not finite

  This occurs, for example, when I try to use the method="probit" option of polr().  It also occurs when I try a regression involving interactions, such as:

pomod <- polr(Npf ~ o_stddev * o_skewness * o_kurtosis * o_acl_1e * dispersal, rlc, Hess=TRUE)

  I have good reason to believe that interactions are important here, so I'd very much like to be able to fit such models.  I have been doing that successfully with logistic regression (considering my outcome variable to be binary, either "1" or "2-9") using glm(), but now using polr() it gives me this error.  I've searched Google and the R lists for information about this error, and while I did find a couple of other people asking about it, I didn't find any advice about what to do about it that I can apply to my situation.

  I'd be happy to share my dataset with anyone willing to help me on this, but 300,000 rows is a bit large to include in this email.  :->

  Thanks!

Ben Haller
McGill University