R help - Oct 2004 - polr and optim question

Hello again

I am trying to fit an ordinal logistic model using the polr function
from MASS.  When I run

model.loan.ordinal <- polr(loancat~age + sex + racgp + yrseduc +
 needlchg + gallery  + sniffball + smokeball + sniffher +
 smokeher + nicocaine + inject + poly(year.of.int,3)  + druginj +
inj.years)


I get an error 

Error in optim(start, fmin, gmin, method = "BFGS", hessian = Hess,
...)
: 
        non-finite value supplied by optim


I checked in the MASS book, and in John Fox's book An R and S-Plus
Companion to Applied Regression,  I also checked in R-help, where a
similar problem was solved by using as.ordered, but that did not help
here.

Any help appreciated

Thanks



Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
www.peterflom.com
New York, NY 10010
(212) 845-4485 (voice)
(917) 438-0894 (fax)

Dear Peter,

It's hard to know from your message what the source of the problem might be,
but a good guess is that data are ill-conditioned in some way. Some things
to check: What's the distribution of the response variable? (Are there many
categories, some with very few observations?) How ill-conditioned is the
model matrix?

I hope this helps,
 John 
 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Peter Flom
> Sent: Friday, October 08, 2004 9:18 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] polr and optim question
> 
> Hello again
> 
> I am trying to fit an ordinal logistic model using the polr 
> function from MASS.  When I run
> 
> model.loan.ordinal <- polr(loancat~age + sex + racgp + 
> yrseduc +  needlchg + gallery  + sniffball + smokeball + 
> sniffher +  smokeher + nicocaine + inject + 
> poly(year.of.int,3)  + druginj +
> inj.years)
> 
> 
> I get an error 
> 
> Error in optim(start, fmin, gmin, method = "BFGS", hessian = 
> Hess, ...)
> : 
>         non-finite value supplied by optim
> 
> 
> I checked in the MASS book, and in John Fox's book An R and 
> S-Plus Companion to Applied Regression,  I also checked in 
> R-help, where a similar problem was solved by using 
> as.ordered, but that did not help here.
> 
> Any help appreciated
> 
> Thanks
> 
> 
> 
> Peter L. Flom, PhD
> Assistant Director, Statistics and Data Analysis Core Center 
> for Drug Use and HIV Research National Development and 
> Research Institutes
> 71 W. 23rd St
> www.peterflom.com
> New York, NY 10010
> (212) 845-4485 (voice)
> (917) 438-0894 (fax)
> 
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