在chol.default(K)获取错误:订单5领先的未成年人不正定与betareg
问题描述:
我试图使用,以适应beta
regression
模型betareg
package
对这些数据的betareg
function
:在chol.default(K)获取错误:订单5领先的未成年人不正定与betareg
df <- data.frame(category=c("c1","c1","c1","c1","c1","c1","c2","c2","c2","c2","c2","c2","c3","c3","c3","c3","c3","c3","c4","c4","c4","c4","c4","c4","c5","c5","c5","c5","c5","c5"),
value=c(6.6e-18,0.0061,0.015,1.1e-17,4.7e-17,0.0032,0.29,0.77,0.64,0.59,0.39,0.72,0.097,0.074,0.073,0.08,0.06,0.11,0.034,0.01,0.031,0.041,4.7e-17,0.025,0.58,0.14,0.24,0.29,0.55,0.15),stringsAsFactors = F)
df$category <- factor(df$category,levels=c("c1","c2","c3","c4","c5"))
使用这个命令:
library(betareg)
fit <- betareg(value ~ category, data = df)
而且我得到这个error
:
Error in chol.default(K) :
the leading minor of order 5 is not positive definite
In addition: Warning message:
In sqrt(wpp) : NaNs produced
Error in chol.default(K) :
the leading minor of order 5 is not positive definite
In addition: Warning messages:
1: In betareg.fit(X, Y, Z, weights, offset, link, link.phi, type, control) :
failed to invert the information matrix: iteration stopped prematurely
2: In sqrt(wpp) : NaNs produced
是否有任何解决方案或者beta回归是否无法适用于这些数据?
答
拟合beta类分布到类别1中的数据将是非常具有挑战性的,三个观测值基本为零。四舍五入为:0.00000,0.00000,0.00000,0.00320,0.00610,0.01500。我不清楚这个类别是否应该与其他类别相同。
在类别4中,还有另一个数值为零的观察结果,尽管其他观察值稍大一些:0.00000,0.01000,0.02500,0.03100,0.03400,0.04100。
省略类别1至少允许估计没有数字问题的模型。另一个问题是,渐近推断是否可以很好地近似每组六个观测值的两个参数。尽管精确度在群组中似乎不一样。
betareg(value ~ category | 1, data = df, subset = category != "c1")
## Call:
## betareg(formula = value ~ category | 1, data = df, subset = category !=
## "c1")
##
## Coefficients (mean model with logit link):
## (Intercept) categoryc3 categoryc4 categoryc5
## 0.2634 -2.2758 -4.4627 -1.0206
##
## Phi coefficients (precision model with log link):
## (Intercept)
## 2.312
betareg(value ~ category | category, data = df, subset = category != "c1")
## Call:
## betareg(formula = value ~ category | category, data = df, subset = category !=
## "c1")
##
## Coefficients (mean model with logit link):
## (Intercept) categoryc3 categoryc4 categoryc5
## 0.2566 -2.6676 -4.0601 -0.9784
##
## Phi coefficients (precision model with log link):
## (Intercept) categoryc3 categoryc4 categoryc5
## 2.0849 3.5619 -0.2308 -0.1376