Hi, when I try to run GLS, R crashes. I have seen on the mailing list that
somebody has encountered the problem before (
http://tolstoy.newcastle.edu.au/R/help/05/01/10915.html ), but there seemed
to be no solution / the thread appears incomplete. The program runs gls1
(without correlation structure; code below) and crashes when I run gls2
(with correlation structure; code further below). Windows then shows a
standard crash window (the one where Windows asks to send an error report to
Microsoft) saying something like: "R GUI has encountered a problem and has
to close. We are sorry for the inconvenience..."
The crash seems to depend on the specific correlation structure. It does not
crash with all correlation structures. My data has about 2000 data rows. Is
this a memory problem?
Thanks for any advice.
Daniel
The R code I am running is the following
newdata.new=groupedData(cash.end~rs|subj,data=data.new)
cs1 <- corARMA(value=c(0.9),p=1,form=~rs|subj)
cs1 <- Initialize(cs1, data = newdata.new)
corMatrix(cs1)
gls1=gls(log(cash.end+1)~factor(rs)+nogs+nols+ret+factor(poc)+posh+posl+negh
+negl,data=newdata.new,na.action=na.omit)
gls2=gls(log(cash.end+1)~factor(rs)+nogs+nols+ret+factor(poc)+posh+posl+negh
+negl,data=newdata.new,na.action=na.omit,corr=cs1)
And the session info is:
R version 2.6.2 (2008-02-08)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] nlme_3.1-87
loaded via a namespace (and not attached):
[1] grid_2.6.2 lattice_0.17-4
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cuncta stricte discussurus