[RsR] Maximum number of variables with lmRob? Error: singular matrix encountered

Fabricio Vasselai |@br|c|ov@@@e|@| @end|ng |rom gm@||@com
Sun Aug 26 07:33:05 CEST 2012


Dear list,

I've been trying different models with lmRob for the past days and I was
wondering: is there a maximum number of variables to include in a model so
to avoid the following error in lmRob?
The error message is:

Error in lmRob.fit.compute(x2, y, x1 = x1, x1.idx = x1.idx, nrep = nrep,  :
  Singular matrix encountered.Erro em ans[[i]]$call : $ operator is
invalid for atomic vectors


It seems to me that there is a limit of 14 independent variables plus the
intercept. It can run any combination of variables in any dataset I try, as
far as final parameters are not beyond this limit.
Is it right? I did not find information about this yet. Is there a way to
go beyond this number of variables?

Thanks in advance!
Best,

FABRICIO

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