[R] GLM Gamma Regression error message in R

Stratos Laskarides
Tue, 12 Oct 2010 07:51:42 -0000

Dear Madam/Sir

This may be quite a long shot...

By way of intro, I am a masters student in actuarial science at the
University of Cape Town, and I am doing a project in R on some healthcare
cost data. During my coding in R I encountered an error message, which I
then googled, but I am still unable to resolve the issue.

I would like to please ask if and how it is possible to resolve the problem
raised by the error message "Error: NA/NaN/Inf in foreign function call
(arg
1) In addition: Warning message: *step size truncated due to divergence"
*in
R?

As for some background on my specific data and research problem at hand, I
am fitting a gamma regression model to 13 000 lines of insurance claims
data, which will be regressed against categorical variables such as Age
Band, Gender, and Region.

Perhaps my problem arises because the data set is too large and the
iteratively reweighted least squares algorithm therefore cannot converge, in
which case I perhaps need another GLM type. Or maybe the categorical
explanatory variables can take on too many values (e.g. there are 15 Age
Bands, 5 Regions).

Any insights you could provide would be much appreciated.

Thank you ever so much.

Kind regards
Stratos Laskarides
South Africa

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