The derived information matrix is not of full rank for your data.
See the code of the functions, which is not that hard to read.
Uwe Ligges
MANASI VYDYANATH wrote:
> You have my sincere apologies for the incompleteness of my message.
> I have given the details below, including my dataset and my code.
>
> I'm using R, version 2.5.0. My OS is a Mac, (version Tiger).
>
> The sn package is Version 0.4-1
>
> My code was as follows:
>
> > mydata <- read.table(url("http://www.statsci.org/data/oz/
> ais.txt"), header = T)
> > attach(mydata)
> > a <- msn.fit(X = cbind(1,Ht,Wt), y = BMI, control = list(x.tol=1e-6))
> > b <- msn.mle(X=cbind(1,Ht,Wt), y=SSF)
> > a
> > b
>
> My problem is that neither the "a" nor the "b" output gives me any
> standard errors - those should appear under <$se>. In both the
> regressions, this field is left blank with "NA" under it. I would
> appreciate some help on this matter - are the standard errors not
> supposed to appear here, or is there something else I should put into
> the inputs?
>
> Thank you once again for your time,
>
> Manasi
>
>
>
> On Aug 30, 2007, at 5:47 AM, Uwe Ligges wrote:
>
>>
>> MANASI VYDYANATH wrote:
>>> Dear R users:
>>> I have a question regarding the output for two of the functions
>>> in the `sn' package, which deals with the mle fitting of skew
>>> normal curves to linear regressions. I'm using the examples and
>>> the dataset given as an example in the online documentation for
>>> this package, for the functions `msn.fit' and `msn.mle'. I'm
>>> following the example code in the documentation for these two
>>> functions exactly.
>>> Part of the data output is supposed to be "se", which gives the
>>> standard errors of the estimated coefficients. This particular
>>> value comes out as being "NA" in the examples given, but there
>>> are three coefficients in each case and no numerical problems
>>> about why the standard errors cannot be calculated.
>>> Am I setting this program up right? Is there some other command I
>>> should use (or an option I need to use) to get the output to
>>> display standard errors of the coefficients?
>> We cannot know if you use it right, since you have not given any
>> details on
>>
>> OS, R version, sn version, and particularly a reproducible example.
>>
>> As each R-help message tells in the footer:
>>
>> "PLEASE do read the posting guide http://www.R-project.org/posting-
>> guide.html
>> and provide commented, minimal, self-contained, reproducible code."
>>
>> Uwe Ligges
>>
>>
>>
>>
>>
>>
>>
>>> Thank you for your time in reading this question -
>>> Cordially,
>>> Manasi
>>> ______________________________________________
>>> R-help@stat.math.ethz.ch 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.
>
> ______________________________________________
> R-help@stat.math.ethz.ch 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.
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