Alexandra Denby
2010-Jul-12 18:46 UTC
[R] Robust regression error: Too many singular resamples
Hello. I've got a dataset that may have outliers in both x and y. While I am not at all familiar with robust regression, it looked like the function lmrob in package robustbase should handle this situation. When I try to use it, I get: Too many singular resamples Aborting fast_s_w_mem() Looking into it further, it appears that for an indicator variable in one of my interaction terms, 98% of the data have value 1 and only 2% have value 0. I believe this is the cause of the problem, but am confused as to why the algorithm cannot handle this situation. The probability of actually getting a singular sample ought to be fairly low, unless the sample sizes are fairly tiny. Is there some parameter I can tweak to increase the sample size, or is something else going on? You can easily reproduce this by running the following. Any advice would be appreciated. Thank you. library(robustbase) x <- rnorm(10000) isZ <- c(rep(1,9800),rep(0,200)) y <- rnorm(10000) model <- lmrob(y~x*isZ) -- View this message in context: http://r.789695.n4.nabble.com/Robust-regression-error-Too-many-singular-resamples-tp2286585p2286585.html Sent from the R help mailing list archive at Nabble.com.
Alexandra Denby
2010-Jul-13 14:05 UTC
[R] Robust regression error: Too many singular resamples
"You could try rlm in the MASS package; it doesn't use he resampling step." That seems to do the trick. Thank you! -- View this message in context: http://r.789695.n4.nabble.com/Robust-regression-error-Too-many-singular-resamples-tp2286585p2287468.html Sent from the R help mailing list archive at Nabble.com.