Le mercredi 30 novembre 2011 à 18:41 +0100, Göran Broström a écrit : > On Wed, Nov 16, 2011 at 3:06 PM, Milan Bouchet-Valat > <nalimi...@club.fr> wrote: > Hi list! > > > I'm getting an error message when trying to fit an accelerated > failure > time parametric model using the aftreg() function from package > eha: > > Error in optim(beta, Fmin, method = "BFGS", control = > list(trace = > > as.integer(printlevel)), : > > non-finite finite-difference value [2] > > This only happens when adding four specific covariates at the > same time > in the model (see below). I understand that kind of problem > can come > from a too high correlations between my covariates, but is > there > anything I can do to avoid it? > > Yes, remove one (or more) covariate(s). The design matrix is almost > certainly singular. Ah, thanks, that's what I feared. ;-)
What do you mean, though, by "almost"? Is there a way to measure that? > Does something need to be improved in aftreg.fit? > > Yes, error messages. I'll look at it. Cool. It's always good to get a clear message saying that you're asking for something impossible, so that you don't try to fix it (like I did). Regards > My data set is constituted of 34,505 observations (years) of 2,717 > individuals, which seems reasonable to me to fit a complex model like > that (covariates are all factors with less than 10 levels). > I can send > it by private mail if somebody wants to help debugging this. > > The details of the model and errors follow, but feel free to ask for > more testing. I'm using R 2.13.1 (x86_64-redhat-linux-gnu), eha 2.0-5 > and survival 2.36-9. > > > Thanks for your help! > > > > m <-aftreg(Surv(start, end, event) ~ homo1 + sexego + dipref1 > + + t.since.school.q, > + data=ms, dist="loglogistic", id=ident) > Error in optim(beta, Fmin, method = "BFGS", control = list(trace = > as.integer(printlevel)), : > non-finite finite-difference value [2] > Calls: aftreg -> aftreg.fit -> aftp0 -> optim > > > traceback() > 4: optim(beta, Fmin, method = "BFGS", control = list(trace = > as.integer(printlevel)), > hessian = TRUE) > 3: aftp0(printlevel, ns, nn, id, strata, Y, X, offset, dis, means) > 2: aftreg.fit(X, Y, dist, strats, offset, init, shape, id, control, > center) > 1: aftreg(Surv(start, end, event) ~ homo1 + sexego + dipref1 + > t.since.school.q, data = ms, dist = "loglogistic", id = ident) > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > > -- > Göran Broström > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.