Dear Brittany, On Thu, 16 Jul 2015 17:35:38 -0600 Brittany Demmitt <demmi...@gmail.com> wrote: > Hello, > > I have a series of 40 variables that I am trying to transform via the boxcox > method using the powerTransfrom function in R. I have no zero values in any > of my variables. When I run the powerTransform function on the full data set > I get the following warning. > > Warning message: > In sqrt(diag(solve(res$hessian))) : NaNs produced > > However, when I analyze the variables in groups, rather than all 40 at a time > I do not get this warning message. Why would this be? And does this mean > this warning is safe to ignore? >
No, it is not safe to ignore the warning, and the problem has nothing to do with non-positive values in the data -- when you say that there are no 0s in the data, I assume that you mean that the data values are all positive. The square-roots of the diagonal entries of the Hessian at the (pseudo-) ML estimates are the SEs of the estimated transformation parameters. If the Hessian can't be inverted, that usually implies that the maximum of the (pseudo-) likelihood isn't well defined. This isn't surprising when you're trying to transform as many as 40 variables at a time to multivariate normality. It's my general experience that people often throw their data into the Box-Cox black box and hope for the best without first examining the data, and, e.g., insuring a reasonable ratio of maximum/minimum values for each variable, checking for extreme outliers, etc. Of course, I don't know that you did that, and it's perfectly possible that you were careful. > I would like to add that all of my lambda values are in the -5 to 5 range. I > also get different lambda values when I analyze the variables together versus > in groups. Is this to be expected? > Yes. It's very unlikely that both are right. If, e.g., the variables are multivariate normal within groups then their marginal distribution is a mixture of multivariate normals, which almost surely isn't itself normal. I hope this helps, John ------------------------------------------------ John Fox, Professor McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox/ > Thank you so much! > > Brittany > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
