[R-sig-Geo] warning in errorsarlm

[Roger Bivand]

On Sun, 5 Jun 2016, Pascal Title wrote:

> Hi,
>
> I am trying to fit a simultaneous autoregressive model to some data using
> the spdep package. In order to identify the appropriate spatial distance to
> use, I use the correlog function to find the distance at which spatial
> autocorrelation of the residuals from a linear model drops to 0.
>
> When I run this code, I get a warning that states:
> In errorsarlm(dat$rangeSize ~ dat$clim, listw = nlw, na.action = na.omit,  :
>  inversion of asymptotic covariance matrix failed for tol.solve = 1e-10
>  reciprocal condition number = 1.64249e-12 - using numerical Hessian.
>
> I don't know enough about these models or the model fitting procedure to
> understand whether or not this is a warning that can safely be ignored, or
> if this is an indication that the results of the regression cannot be
> trusted. Is there something I can/should do to improve the model fitting
> procedure?

This is like: "I don't know enough about poisonous mushrooms, so I'll just 
eat them raw to check the effect"?

Computers do not do conceptual linear alegebra, so that in doing numerical 
linear algebra, you have to think of the scaling of matrices, here in 
calculating the variance-covariance matrix of the model coefficients. If 
the scale is too large at the squared level, 1e-3 and 1e+3 say before 
squaring, you run out of road, and may choose to set a smaller tolerance 
check (walking closer to the edge of a cliff). See the tol.solve= argument 
where all of this is documented.

But really - never drive a car you cannot re-assemble yourself if your 
life, other people's lives or your career depends on it. All of this 
really is well documented in ?solve and ?errorsarlm.

I won't say RTFM, but in this case it would be justified.

Roger


>
> Thanks!
>
> -Pascal
>
> the data can be downloaded from here:
> https://dl.dropboxusercontent.com/u/34644229/sampleDat.rds
>
> code:
>
> library(ncf)
> library(spdep)
>
> dat <- readRDS('sampleDat.rds')
>
> fit1 <- lm(dat$rangeSize ~ dat$clim)
> x <- dat$long
> y <- dat$lat
> z <- fit1$residuals
> co <- correlog(x, y, z, increment = 500, resamp = 0, latlon = FALSE, na.rm
> = TRUE)
> nei <- dnearneigh(cbind(x, y), d1 = 0, d2 = co$x.intercept, longlat = FALSE)
> nlw <- nb2listw(nei, style = "W", zero.policy = TRUE)
>
> m1 <- errorsarlm(dat$rangeSize ~ dat$clim, listw = nlw, na.action =
> na.omit, zero.policy = TRUE)
> summary(m1, Nagelkerke = TRUE)
>
> 	[[alternative HTML version deleted]]
>
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-- 
Roger Bivand
Department of Economics, Norwegian School of Economics,
Helleveien 30, N-5045 Bergen, Norway.
voice: +47 55 95 93 55; fax +47 55 95 91 00
e-mail: Roger.Bivand at nhh.no
http://orcid.org/0000-0003-2392-6140
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
http://depsy.org/person/434412