[RsR] error/warning messages with lmrob()

[Stahel Werner A.]

Dear Emily


A short answer also to your questions about non-convergence of lmrob.

You are using it to characterize the trend in many time series.

I assume that the problems are caused by the series being short.

I would be interested in getting some of those that cause problems.


For a simple regression, you may fall back on good old  rlm(...)

In the meantime, I will again try to convince the maintainers of  lmrob

to introduce the possibility of providing  initial  values that allow for

avoiding the initial S step -- since this step causes the problems.


Best regards. Werner


Werner Stahel
M +41 79 784 9330 | P +41 44 364 6424
________________________________
Von: R-SIG-Robust <r-sig-robust-bounces using r-project.org> im Auftrag von Emily Klein <emily.klein04 using gmail.com>
Gesendet: Montag, 15. Juli 2019 21:45:00
An: r-sig-robust using r-project.org
Betreff: [RsR] error/warning messages with lmrob()

Dear all,

I am running lmrob() under the robustbase package, and I have a few
error/warning messages I would greatly appreciate help with - I am
unfamiliar with robust linear models, so my apologies in advance if the
answers here are obvious. In addition, any discussion will help me get a
handle on what we're doing, which always helps.

(1) I get the repeated error seemingly on random species when running a
loop of lmrob() over all our ecological time series (different ones almost
every time):

Error in eigen(ret, symmetric = TRUE) : infinite or missing values in 'x'

I have checked my data many times, and if I just repeatedly run lmrob() it
eventually works. Any idea what this error is in reference to? Could it be
because I am using a previous version of R (3.4.1)?

(2) I have several two error messages that come up with some time series; I
have some idea their meaning, but again, as a newbie with RLMS, I am
wondering if those time series that garner these warnings should be
excluded from our meta-analysis. Also, any additional insight on the
process or something I might be missing greatly welcomed!

Warning in lmrob.S(x, y, control = control) :
  find_scale() did not converge in 'maxit.scale' (= 200) iterations with
tol=1e-10, last rel.diff=0

Warning in lmrob.fit(x, y, control, init = init) :
  M-step did NOT converge. Returning unconverged SM-estimate

Warning in lmrob.S(x, y, control = control) :
  S-estimated scale == 0:  Probably exact fit; check your data


Thank you very much in advance,

Emily


--
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Emily S. Klein, Senior Postdoctoral Associate (she / her / hers)
The Frederick S. Pardee Center for the Study of the Longer-Range Future |
Boston University
*Co-Chair*, ICES Working Group on the History of Fish & Fisheries (WGHIST)
esklein04 using gmail.com

http://www.bu.edu/pardee/
http://www.ices.dk/community/groups/Pages/WGHIST.aspx

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