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

[S Ellison]

One 'obvious' possibility with interactions for a lot of predictors is that you might have no cells in the full interaction table with more than 1 observation. That would result in a singular model due to exact fitting.

S Ellison


> -----Original Message-----
> From: r-sig-robust-bounces using r-project.org 
> [mailto:r-sig-robust-bounces using r-project.org] On Behalf Of 
> Fabricio Vasselai
> Sent: 26 August 2012 06:33
> To: r-sig-robust
> Subject: [RsR] Maximum number of variables with lmRob? Error: 
> singular matrix encountered
> 
> 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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