Hi,
I am fairly new to R and have encountered an issue with the lmRob function that I have been unable to resolve. I am trying to run a robust regression using the lmRob function which runs successfully, but the results are rather strange. I'm not sure it's important, but my model has 3 dichotomous categorical variables and 2 continuous variables in it. When I look at a summary of my model, 1 of my continuous variables and 1 of my categorical variables both have an "Estimate" value of 1. My other 2 categorical variables and 1 other continuous variables all have "Estimate" values of 0. These results seem strange to me. When I run a simple rlm function the model runs fine and produces the results I'd expect to see.
Another potentially useful piece of information is that when I run a model with just the two variables that have an "Estimate" value of 1 (one categorical and one continuous), I get the following error message:
1: In lmRob.fit.compute(x, y, x1.idx = x1.idx, nrep = nrep, robust.control = robust.control, :
Sum(psi.weight(wi)) less than 1e-06 in lmRob.ucovcoef. during initial estimation.
2: In lmRob.fit.compute(x, y, x1.idx = x1.idx, nrep = nrep, robust.control = robust.control, :
Sum(psi.weight(wi)) less than 1e-06 in lmRob.ucovcoef. during final scale estimation.
I do not understand what this error message means and have been unable to resolve it. I tried several different permutations of my five variables in varying combinations and sometimes the models work and sometimes I get this error message. There seems to be no pattern as to when the error message occurs and when it does not.
If anyone has encountered this or has any help I'd appreciate it. Thanks.
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