使用betareg时出现“由optim提供的非限定值”错误

时间:2018-07-24 17:25:47

标签: r regression mathematical-optimization betareg

我正在使用软件包进行Beta回归,但收到以下错误:

  

optim中的错误(par =开始,fn = loglikfun,gr = gradfun,方法=方法,:   optim提供的非限定值

我可以将此错误追溯到为optim创建初始值。具体来说,这些betareg.fit行使用lm.wfit生成起始值。

事实证明,我的数据集的一个起始值以NA的形式返回。我不确定为什么会这样,因为在{/ {1}}的数据/输入中没有缺失值。

可重复的示例以查看NA

lm.wfit

内部## data -- a sample of 100 obs from my actual data nobs <- 100L w <- rep(1, nobs) offset <- rep(0, nobs) y <- stats::rbeta(nobs, 0.75, 1.658) x <- structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.0165928242550604, 0.0984749494334759, 0.05517578125, 0.0185352577155742, 0.168701442841287, 0.0514759697487192, 0.026507054296708, 0.0188496858385694, 0.108620689655172, 0.0722387772757858, 0.0272373540856031, 0.0538907902524382, 0.0295235311312482, 0.0318257956448911, 0.231788079470199, 0.0674772036474164, 0.14846108458939, 0.0969908238068386, 0.0441553321506012, 0.154121863799283, 0, 0.110460389247421, 0.0292207792207792, 0.0522853185595568, 0.205288796102992, 0.00961124552835874, 0.0546908714289824, 0.0268199233716475, 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1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 0, 1, 0, 1, 1, 0, 0, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 0, 1, 1, 1, 1, 1, 1, 1, 0), .Dim = c(100L, 35L), .Dimnames = list(c("2801", "2316", "382", "8062", "2687", "2731", "8019", "5652", "8429", "3479", "7753", "9001", "2188", "8121", "8478", "5817", "1528", "2460", "3946", "3531", "3421", "2802", "1975", "3639", "2894", "5897", "9331", "9490", "7135", "5858", "7724", "9414", "9095", "6601", "5064", "7111", "3593", "7322", "9522", "7116", "6922", "5172", "2458", "5199", "1387", "3878", "6119", "8722", "6378", "4661", "6109", "3682", "5751", "9390", "7915", "5268", "1029", "5953", "242", "2912", "8798", "9607", "9768", "2222", "8260", "851", "4205", "1823", "5063", "4189", "7541", "608", "6849", "7220", "2889", "6770", "7064", "646", "4919", "1404", "120", "9716", "7722", "7700", "6638", "8176", "5745", "6", "9481", "2233", "341", "228", "1543", "553", "9709", "9493", "881", "7647", "6039", "2925"), c("(Intercept)", "x 1", "x 2", "x 3", "x 4", "x 5", "x 6", "x 7", "x 8", "x 9", "x 10", "x 11", "x 12", "x 13", "x 14", "x 15", "x 16", "x 17", "x 18", "x 19", "x 20", "x 21", "x 22", "x 23", "x 24", "x 25", "x 26", "x 27", "x 28", "x 29", "x 30", "x 31", "x 32", "x 33", "x 34"))) :引起问题的不适用

betareg

最初,我认为这可能与使用linkfun <- function(mu) {.Call(stats:::C_logit_link, mu)} auxreg_test <- lm.wfit(x, linkfun(y), w, offset) # problem: (beta <- auxreg_test$coefficients) is.na(beta['x 8']) > beta['x 8'] x 8 NA (3.1-0)的CRAN版本有关。但是我通过betareg更新到rforge版本(3.2-0),仍然有相同的问题。

如果我从公式中删除有问题的预测变量,则devtools::install_github("rforge/betareg/pkg")运行良好;但是,预测变量是必需的。

1 个答案:

答案 0 :(得分:4)

来自NA / glm / lm / lm.fit / .lm.fit

lm.wfit系数表示模型矩阵秩不足。它们只是0,标准错误为0(即固定为0)。

我很高兴您已经进行了许多调试工作并找到了错误的根源,但是直接给我们提供模型矩阵x对于我们进行调查没有多大帮助。如果您向我们展示模型公式和数据框,那就太好了。

无论如何,我(有些痛苦)从您的模型矩阵中发现了共线性问题。

rowSums(, x[, 2:9])
#2801 2316  382 8062 2687 2731 8019 5652 8429 3479 7753 9001 2188 8121 8478 5817 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
#1528 2460 3946 3531 3421 2802 1975 3639 2894 5897 9331 9490 7135 5858 7724 9414 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
#9095 6601 5064 7111 3593 7322 9522 7116 6922 5172 2458 5199 1387 3878 6119 8722 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
#6378 4661 6109 3682 5751 9390 7915 5268 1029 5953  242 2912 8798 9607 9768 2222 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
#8260  851 4205 1823 5063 4189 7541  608 6849 7220 2889 6770 7064  646 4919 1404 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
# 120 9716 7722 7700 6638 8176 5745    6 9481 2233  341  228 1543  553 9709 9493 
#   1    1    1    1    1    1    1    1    1    1    1    1    1    1    1    1 
# 881 7647 6039 2925 
#   1    1    1    1 

x1x8列(如果全部包含在内)在截距上具有共线性问题(奇怪;这些列不是虚拟列,因此它们不是来自因子变量) 。如果您不想删除其中任何一个,请改为放置拦截。