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

[Fabricio Vasselai]

Thank you very much for the fast reply.

What info about the dataset would be helpful to figure out what's going on
about that error message? I am using a dataset wth N = 602, with
information political institution in countries. Variables are almost all
continuous and a few are binary. I am running two interation terms in the
models. I'll be more than happy to provide any needed info.



2012/8/26 Kaveh Vakili <kaveh.vakili using wis.kuleuven.be>

>
>
> whatever it is, it is specific to the dataset you are using, not the
> software:
>
> library(robust)
> p<-20
> n<-200
> x<-matrix(rnorm(n*p),n,p)
> b<-rnorm(p+1)
> y<-cbind(1,x)%*%b+rnorm(n)
> lmRob(y~x)
>
>
> you should therefore provide more informations about the dataset,
>
>
>
>
>
>
> On 08/26/2012 07:33 AM, Fabricio Vasselai wrote:
>
>> 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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