"non-finite value supplied by optim" 使用 betareg 时出错
"non-finite value supplied by optim" error when using betareg
我正在使用 betareg 包进行 beta 回归，但收到以下错误：
Error in optim(par = start, fn = loglikfun, gr = gradfun, method = method, :
non-finite value supplied by optim
我可以将此错误追溯到为 optim 创建初始值。具体来说，betareg.fit 的这些行使用 lm.wfit 生成起始值。
事实证明，对于我的数据集，起始值之一返回为 NA。我不确定为什么会这样，因为 lm.wfit.
的数据/输入中没有缺失值
可复现例子看NA
## data -- a sample of 100 obs from my actual data
nobs <- 100L
w <- rep(1, nobs)
offset <- rep(0, nobs)
y <- stats::rbeta(nobs, 0.75, 1.658)
x <- structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.0165928242550604,
0.0984749494334759, 0.05517578125, 0.0185352577155742, 0.168701442841287,
0.0514759697487192, 0.026507054296708, 0.0188496858385694, 0.108620689655172,
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0.0318257956448911, 0.231788079470199, 0.0674772036474164, 0.14846108458939,
0.0969908238068386, 0.0441553321506012, 0.154121863799283, 0,
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0.0751429349305745, 0.217853751187085, 0.0510314875135722, 0.108407709439207,
0.04, 0.0638009815535624, 0.128329297820823, 0.0398115958281933,
0.0513258247605534, 0.0520833333333333, 0.0956239870340357, 0.0742899497995351,
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0.0401480318492767, 0.05103760198652, 0.0208333333333333, 0.0470016207455429,
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0.326800587947085, 0.090032154340836, 0.302631578947368, 0, 0.293969849246231,
0.0916666666666667, 0.262623094775136, 0.37765538945712, 0.437246326652613,
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1, 1, 0), .Dim = c(100L, 35L), .Dimnames = list(c("2801", "2316",
"382", "8062", "2687", "2731", "8019", "5652", "8429", "3479",
"7753", "9001", "2188", "8121", "8478", "5817", "1528", "2460",
"3946", "3531", "3421", "2802", "1975", "3639", "2894", "5897",
"9331", "9490", "7135", "5858", "7724", "9414", "9095", "6601",
"5064", "7111", "3593", "7322", "9522", "7116", "6922", "5172",
"2458", "5199", "1387", "3878", "6119", "8722", "6378", "4661",
"6109", "3682", "5751", "9390", "7915", "5268", "1029", "5953",
"242", "2912", "8798", "9607", "9768", "2222", "8260", "851",
"4205", "1823", "5063", "4189", "7541", "608", "6849", "7220",
"2889", "6770", "7064", "646", "4919", "1404", "120", "9716",
"7722", "7700", "6638", "8176", "5745", "6", "9481", "2233",
"341", "228", "1543", "553", "9709", "9493", "881", "7647", "6039",
"2925"), c("(Intercept)", "x 1", "x 2", "x 3", "x 4", "x 5",
"x 6", "x 7", "x 8", "x 9", "x 10", "x 11", "x 12", "x 13", "x 14",
"x 15", "x 16", "x 17", "x 18", "x 19", "x 20", "x 21", "x 22",
"x 23", "x 24", "x 25", "x 26", "x 27", "x 28", "x 29", "x 30",
"x 31", "x 32", "x 33", "x 34")))
内部betareg：导致问题的NA
linkfun <- function(mu) {.Call(stats:::C_logit_link, mu)}
auxreg_test <- lm.wfit(x, linkfun(y), w, offset)
# problem:
(beta <- auxreg_test$coefficients)
is.na(beta['x 8'])
> beta['x 8']
x 8
NA
我原本以为这可能与使用 betareg (3.1-0) 的 CRAN 版本有关。但是我通过devtools::install_github("rforge/betareg/pkg")更新到rforge版本（3.2-0），仍然有同样的问题。
如果我从我的公式中删除有问题的预测变量，betareg 运行正常；但是，预测器是必要的。
NA 来自 glm / lm / lm.fit / .lm.fit / lm.wfit 的系数暗示模型矩阵是秩亏的.它们只是 0，标准错误为 0（即固定为 0）。
我很感激你做了很多调试工作并找到了错误的根源，但是直接给我们一个模型矩阵 x 对我们调查来说信息量较少。如果能把模型公式和数据框给我们看看就好了
无论如何，我已经（有些痛苦地）从你的模型矩阵中发现了共线性问题。
rowSums(, x[, 2:9])
#2801 2316 382 8062 2687 2731 8019 5652 8429 3479 7753 9001 2188 8121 8478 5817
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#1528 2460 3946 3531 3421 2802 1975 3639 2894 5897 9331 9490 7135 5858 7724 9414
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#9095 6601 5064 7111 3593 7322 9522 7116 6922 5172 2458 5199 1387 3878 6119 8722
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#6378 4661 6109 3682 5751 9390 7915 5268 1029 5953 242 2912 8798 9607 9768 2222
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#8260 851 4205 1823 5063 4189 7541 608 6849 7220 2889 6770 7064 646 4919 1404
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
# 120 9716 7722 7700 6638 8176 5745 6 9481 2233 341 228 1543 553 9709 9493
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
# 881 7647 6039 2925
# 1 1 1 1
列 x1 到 x8，如果全部包括在内，则与截距 存在共线性问题（奇怪；这些列不是虚拟列，因此它们不是来自因子变量） 。如果您不想删除其中任何一个，请删除拦截。
我正在使用 betareg 包进行 beta 回归，但收到以下错误：
Error in optim(par = start, fn = loglikfun, gr = gradfun, method = method, : non-finite value supplied by optim
我可以将此错误追溯到为 optim 创建初始值。具体来说，betareg.fit 的这些行使用 lm.wfit 生成起始值。
事实证明，对于我的数据集，起始值之一返回为 NA。我不确定为什么会这样，因为 lm.wfit.
可复现例子看NA
## data -- a sample of 100 obs from my actual data
nobs <- 100L
w <- rep(1, nobs)
offset <- rep(0, nobs)
y <- stats::rbeta(nobs, 0.75, 1.658)
x <- structure(c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0.0165928242550604,
0.0984749494334759, 0.05517578125, 0.0185352577155742, 0.168701442841287,
0.0514759697487192, 0.026507054296708, 0.0188496858385694, 0.108620689655172,
0.0722387772757858, 0.0272373540856031, 0.0538907902524382, 0.0295235311312482,
0.0318257956448911, 0.231788079470199, 0.0674772036474164, 0.14846108458939,
0.0969908238068386, 0.0441553321506012, 0.154121863799283, 0,
0.110460389247421, 0.0292207792207792, 0.0522853185595568, 0.205288796102992,
0.00961124552835874, 0.0546908714289824, 0.0268199233716475,
0.0253164556962025, 0.181780542384243, 0.0551724137931034, 0.128842504743833,
0.0751429349305745, 0.217853751187085, 0.0510314875135722, 0.108407709439207,
0.04, 0.0638009815535624, 0.128329297820823, 0.0398115958281933,
0.0513258247605534, 0.0520833333333333, 0.0956239870340357, 0.0742899497995351,
0.144527098831031, 0.0723209169054441, 0.140116763969975, 0.172426847735821,
0.00830471112933819, 0.0548386400835806, 0.0372010221576987,
0.0549927641099855, 0.0386658431130327, 0.0256367439122648, 0.0166402535657686,
0.0769230769230769, 0.0130681818181818, 0.0229684699649666, 0.0344827586206897,
0.0135106607557526, 0.0581090909090909, 0.0321364452423698, 0.0141176470588235,
0.0203003337041157, 0.0948080795499367, 0.0202898550724638, 0.0443828016643551,
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1, 1, 0), .Dim = c(100L, 35L), .Dimnames = list(c("2801", "2316",
"382", "8062", "2687", "2731", "8019", "5652", "8429", "3479",
"7753", "9001", "2188", "8121", "8478", "5817", "1528", "2460",
"3946", "3531", "3421", "2802", "1975", "3639", "2894", "5897",
"9331", "9490", "7135", "5858", "7724", "9414", "9095", "6601",
"5064", "7111", "3593", "7322", "9522", "7116", "6922", "5172",
"2458", "5199", "1387", "3878", "6119", "8722", "6378", "4661",
"6109", "3682", "5751", "9390", "7915", "5268", "1029", "5953",
"242", "2912", "8798", "9607", "9768", "2222", "8260", "851",
"4205", "1823", "5063", "4189", "7541", "608", "6849", "7220",
"2889", "6770", "7064", "646", "4919", "1404", "120", "9716",
"7722", "7700", "6638", "8176", "5745", "6", "9481", "2233",
"341", "228", "1543", "553", "9709", "9493", "881", "7647", "6039",
"2925"), c("(Intercept)", "x 1", "x 2", "x 3", "x 4", "x 5",
"x 6", "x 7", "x 8", "x 9", "x 10", "x 11", "x 12", "x 13", "x 14",
"x 15", "x 16", "x 17", "x 18", "x 19", "x 20", "x 21", "x 22",
"x 23", "x 24", "x 25", "x 26", "x 27", "x 28", "x 29", "x 30",
"x 31", "x 32", "x 33", "x 34")))
内部betareg：导致问题的NA
linkfun <- function(mu) {.Call(stats:::C_logit_link, mu)}
auxreg_test <- lm.wfit(x, linkfun(y), w, offset)
# problem:
(beta <- auxreg_test$coefficients)
is.na(beta['x 8'])
> beta['x 8']
x 8
NA
我原本以为这可能与使用 betareg (3.1-0) 的 CRAN 版本有关。但是我通过devtools::install_github("rforge/betareg/pkg")更新到rforge版本（3.2-0），仍然有同样的问题。
如果我从我的公式中删除有问题的预测变量，betareg 运行正常；但是，预测器是必要的。
NA 来自 glm / lm / lm.fit / .lm.fit / lm.wfit 的系数暗示模型矩阵是秩亏的.它们只是 0，标准错误为 0（即固定为 0）。
我很感激你做了很多调试工作并找到了错误的根源，但是直接给我们一个模型矩阵 x 对我们调查来说信息量较少。如果能把模型公式和数据框给我们看看就好了
无论如何，我已经（有些痛苦地）从你的模型矩阵中发现了共线性问题。
rowSums(, x[, 2:9])
#2801 2316 382 8062 2687 2731 8019 5652 8429 3479 7753 9001 2188 8121 8478 5817
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#1528 2460 3946 3531 3421 2802 1975 3639 2894 5897 9331 9490 7135 5858 7724 9414
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#9095 6601 5064 7111 3593 7322 9522 7116 6922 5172 2458 5199 1387 3878 6119 8722
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#6378 4661 6109 3682 5751 9390 7915 5268 1029 5953 242 2912 8798 9607 9768 2222
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
#8260 851 4205 1823 5063 4189 7541 608 6849 7220 2889 6770 7064 646 4919 1404
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
# 120 9716 7722 7700 6638 8176 5745 6 9481 2233 341 228 1543 553 9709 9493
# 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
# 881 7647 6039 2925
# 1 1 1 1
列 x1 到 x8，如果全部包括在内，则与截距 存在共线性问题（奇怪；这些列不是虚拟列，因此它们不是来自因子变量） 。如果您不想删除其中任何一个，请删除拦截。