Skip to main content

Questions tagged [error-message]

Refers to errors generated by a computer program or a statistical package. Make sure your question is related to STATISTICS, MACHINE LEARNING, or DATA ANALYSIS and is not solely about programming, support, or bugs. Include additional tags referring to the statistical issues involved.

Filter by
Sorted by
Tagged with
2 votes
1 answer
65 views

Why does system GMM fail due to computationally singular system in my setup?

I am estimating a system of seemingly unrelated regressions (SUR) with gmm::sysGmm in R. Each of the equations has one unique regressor and one common regressor. ...
Richard Hardy's user avatar
0 votes
1 answer
208 views

R syntax of a second-order factor analysis. Does it work if one factor from the first order only consists of 2 items?

I tried the following syntax: ...
mr_js's user avatar
  • 141
3 votes
1 answer
1k views

What is cor.smooth(R) : Matrix was not positive definite warning Cronbach alpha in Psych?

I'm getting the warning In cor.smooth(R) : Matrix was not positive definite, smoothing was done, but what is it in this case? Can I get away with that? code: <...
Larissa Cury's user avatar
0 votes
1 answer
902 views

Hyperparameter Tuning for XGBoost multi-output regressor

I'm trying to tune hyperparameters for XGBoost using RandomizedSearchCV. I have five outputs and I guess that might be the reason that I can't run RandomizedSearchCV or GridSearchCV to tune ...
Hanna's user avatar
  • 145
1 vote
1 answer
196 views

Visualising data from glm/ glmer

Sorry if this question sounds very amateurish, but I am completely new to R and this website. So, I have a data set with counts of infected organisms as a response variable (for three different ...
R Niza's user avatar
  • 11
0 votes
0 answers
342 views

R error: fixed-effect model matrix is rank deficient so dropping 2 columns+ singularity error

I am trying to build a lmer model of my study comparing performance accuracies of bilinguals and monolinguals on a memory task. My dependent variable is the ...
Nadine's user avatar
  • 1
1 vote
1 answer
317 views

Error: "corSymm" objects must be a sequence of consecutive integers when running this code

The Applied Longitudinal Analysis, 2nd Edition book as an R code to replicate table in section 5.7. The data for the TLC trial (tlc.dta) can be downloaded here:https://content.sph.harvard.edu/fitzmaur/...
user1916067's user avatar
0 votes
0 answers
717 views

"Model estimation FAILED! Returning starting values": SEM with missing data

I am using R (4.1.3) with lavaan to run a longitudinal SEM with the American National Election Studies 2016-2020 Panel Data. It's a simple model: Time 2 outcome (2 indicators) predicted by Time 1 ...
Conrad Baldner's user avatar
1 vote
0 answers
556 views

Mixed effects generalized additive model with multinomial response in R

I am trying to code a mixed effects model using gam that will predict stream classification (a 3-level factor - dry, wet, and discontinuous, called Flow_Stat) as a response to several categorical and ...
foresterwill's user avatar
1 vote
0 answers
801 views

Getting 【ValueError: Input contains NaN 】 when using ARIMA model on non-null data [closed]

I get the error ValueError: Input contains NaN, when I try to predict the next value of series by using ARIMA model from pmdarima...
theabc50111's user avatar
0 votes
0 answers
80 views

how to extract prediction response from a model that include both factor and continues variables

I have a glm model that includes (dependent variable ~ continues + factor). I try to use the predict function to extract the response of the continuous variable. ...
Ron Flatau's user avatar
0 votes
0 answers
222 views

Estimate GARCH model in EViews after removing missing data

I want to estimate daily stock prices and natural gas data with using GARCH in EViews. There are some missing days (like holidays etc.). When I extract them from the data set, ARCH is not working. ...
daughterofares's user avatar
1 vote
0 answers
104 views

Multilevel modeling in R - comparing models fit to different size datasets

I'm running a set of multilevel models in R and want to see if adding in a predictor improves the fit of the model compared to the null/unconditional model with no predictors. When I try to run an ...
user avatar
2 votes
0 answers
1k views

Dealing with a warning message from prop.test in R

I did a prop.test for my data and I got this warning message : ...
Marwah Al-kaabi's user avatar
1 vote
0 answers
260 views

Optimal truncation in SVD

I am working with SVD on a matrix $$Y_{m,n} = T_{m,m} \Sigma D^T_{n,n} $$ where $T$ and $D$ describe the row and the column entities of Y, respectively. The truncated SVD takes the first $r$ ...
KArrow'sBest's user avatar
1 vote
0 answers
45 views

Problem fitting quadratic model in 'dosresmeta' package due to error regarding "leading minor"

I am trying to use the doresmeta package in R to evaluate the dose-response relationship between supplemental intake of a micronutrient and risk of a disease. When ...
Wei Qi Loh's user avatar
1 vote
0 answers
452 views

Error when forecasting volatility with GARCH model in R [closed]

I am trying to forecast volatility on four different time series which is returns of SP500, Nasdaq 100, Dow Jones and Russel 2000. the four time series consists of 3259 observation and is divided into ...
kris's user avatar
  • 11
0 votes
1 answer
445 views

How to fit VAR after differencing (Error:NA in y)?

I want to run VAR model by using vars::VAR. Since my X1 was not stationary, I differenced it by diff(data$X1), then got a data ...
S.F. Yeh's user avatar
1 vote
1 answer
241 views

Trying to fit a Latent Growth Model in R and I get the error " Could not compute standard errors! The information matrix could not be inverted."

I know that there are several other posts dealing with this same issue but I still can't seem to figure out why my model isn't working. I don't believe it is under identified because it is a fairly ...
Rik Lamm's user avatar
0 votes
0 answers
418 views

Error in forecasting using ARIMA with multiple regressors

I'm trying to do a multivariate time series forecasting using dynamic regression. The data was collected for 148 weeks with two main variables- Shipment Qty(dependent variable) and Net.Production.Qty(...
Arvind Menon's user avatar
0 votes
1 answer
349 views

Error in auto.arima with seasonal dummy variables [closed]

I have a monthly data set for 15 years. I tried to apply SARIMA model on it. However, thanks to the comments here, I realized that it has deterministic seasonality. So I add seasonal dummy variables (...
iloloa's user avatar
  • 69
2 votes
1 answer
148 views

Parameter 'C' cannot be optimized for 'nu-svr'? mlr3 with kernlab

I am trying to optimize an SVR model within the mlr3 ecosystem with the kernlab package and I am getting the following error: The parameter 'C' can only be set if ...
Eduardo A. Sánchez Torres's user avatar
1 vote
1 answer
71 views

Make Farm as a random effect in my model I am given Error: number of levels of each grouping factor must be < number of observations (problems: Farm)

I run ModelOne <- lm(OneMilkProd~ RobotsPen+FreshGroup+RobotFeeds+LiquidFeed, data = FarmAVG) but was suggested to include farm as a random effect. There is 1 ...
Swart205's user avatar
0 votes
1 answer
469 views

How to plot a binomial GLM with a three way interaction?

I have the following model: all.fit <- glm(Presence/Total~Season*ToD*Site, family = binomial, weights = Total, data = all.dt) ...
Louise Wilson's user avatar
3 votes
1 answer
117 views

Difficulties reproducing an R-blogger's example of modelling dependency with copulas

This is the R-bloggers article in which a t-distribution copula (?) is fitted to explain the dependency between fluctuations in two stocks tickers. I don't understand what they are trying to achieve, ...
Antoni Parellada's user avatar
2 votes
0 answers
381 views

Stata: testing for serial correlation in residuals of fixed effects model (xtqptest on reghdfe)

I want to test for first order serial correlation in the residuals of this Stata regression model: ...
Colin Rowat's user avatar
1 vote
0 answers
60 views

MSGARCH fitting doesn't work for the specific part of the data

I'm trying to do rolling (expanding) window forecast with MSGARCH and the model is failing for very specific $i$. For example I get error for $i=14$ and $i=30$. Data is snp500 returns data between ...
Selena Pepic's user avatar
1 vote
0 answers
1k views

ARMA GARCH not converging (rugarch)

I am running an ARMA (1,1) Garch (1,1) model on some log return stock data. I am interested in backtesting this model on every day and using a rolling window of size 300. Whenever I attempt to do this ...
CBBAM's user avatar
  • 311
0 votes
1 answer
4k views

Random Forest Error: Type of Predictors in new Data do not match training set [closed]

I am new learner with random forest and I am trying to run a code for predicting new variables. I did a test with Iris data (https://archive.ics.uci.edu/ml/datasets/Iris) using this code: ...
Rose M's user avatar
  • 3
1 vote
0 answers
374 views

Error in friedman.test.default(c(3.7005, 1.3212, 2.0572, 1.8833, 0.4539, : not an unreplicated complete block design [closed]

I have a non-parametric data and would like to run Friedman Test. Here is my code: res <- data_copy %>% friedman_test( ten ~ res | order) res However, I got ...
Glen's user avatar
  • 11
2 votes
0 answers
143 views

Adding interaction term with multiple variables in gamm4?

I am using gamm4 model from R package gamm4 (random slope=age_m, random intercept=FLEHS_ID and groupdescription): m1 I only look ...
Anran CAI's user avatar
0 votes
1 answer
4k views

Problem with user-written function: "Error in shapiro.test(a) : is.numeric(x) is not TRUE" [closed]

Dear StackExchange community, I am trying to write a function to automate some normality-checks. Here is my try (automates Shapiro-Wilk test, histogram and Q-Q plot creation ): ...
zynd.orpon's user avatar
0 votes
1 answer
1k views

dbinom(x, N, phat) in R returns "NaNs produced". How can I solve this?

Hope I find you well, and happy new year! I have a little problem with R. I just started using it for university and I'm trying to find the binomial distribution law using the CL column of the crabs ...
Alin Stanescu's user avatar
2 votes
1 answer
1k views

Incidence rate ratio after negative binomial results in R

I am trying to calculate the incidence rate ratio of my negative binomial model. After running my negative binomial regression model, I use exp(Mymodel) in order to ...
Pir's user avatar
  • 73
0 votes
1 answer
437 views

Interaction Plot error: The lines do not meet

Hello I wanted to develop an alternative regression equation just to prove that my first regression equation is a better fit. I want to show the possibility that my independent variables my be ...
DEFNE SELEN AKDEMİR's user avatar
2 votes
0 answers
355 views

Warning message after running emmeans in R

I was doing a tukey-adjusted comparison among 3 levels of a factor (“Factor B”) using the emmeans() function in R and got the following warning: ...
Lizard2's user avatar
  • 31
5 votes
2 answers
3k views

Why is betareg() giving "invalid dependent variable" error?

I am trying to run a beta regression using the betareg package and I am using the following script: ...
JKO's user avatar
  • 785
1 vote
0 answers
1k views

How to generate a ROC curve from ground truth and predictions (in R package pROC)?

I've trained several machine learning models (GLM, SVM, random forest) in R to perform binary classification (predicting the presence of gallstones) and plotted ROC curves/computed AUC using the pROC ...
loperamide's user avatar
2 votes
0 answers
367 views

Error message when using lrm() and validate() from the rms package [closed]

I do not have a fully reproducible example as I am using proprietary data. Therefore, I am providing here an example that only partially reproduces the problem. I am trying to fit an ordinal logistic ...
koteletje's user avatar
  • 163
1 vote
0 answers
914 views

System is computationally singular due to small numbers in linearHypothesis

Ok, so here is the code that demonstrate the problem I am referring to: ...
Jinhua Wang's user avatar
1 vote
0 answers
195 views

Backtesting GARCH model [closed]

Hi I am wondering wether the tgarch model is better for predicting volatility than regular garch I built a garch model in R and im trying to predict future 1 day volatility of this equity I am ...
pelumi's user avatar
  • 11
1 vote
0 answers
63 views

error code in finding confidence interval? [closed]

I optimized parameters from a function using mle2 from bbmle package. After I got the values, I tried to find profile likelihood ...
Asunray's user avatar
  • 11
1 vote
1 answer
1k views

statsmodels ARIMA predict function on in sample data points [closed]

I'm trying to use the ARIMA predict function to predict on any test sample--this could include both in sample and out of sample data points, however the frequency will be fixed and equal to the ...
Judy Gong's user avatar
0 votes
1 answer
462 views

How to generate a VAR(1) model? [closed]

I already written the code but something went wrong and I don't know why... here is the code. ...
recon's user avatar
  • 23
2 votes
1 answer
4k views

Error while fitting data in auto.arima - R

I am running auto.arima for forecasting time series data and getting the following error: ...
Ritesh Sinha's user avatar
1 vote
1 answer
892 views

auto.arima throws error wrong length for 'fixed' [closed]

I am using auto.arima from the R forecast package. When using this function with lambda parameter, it is throwing error wrong length for 'fixed' Here is the code ...
CD.'s user avatar
  • 43
1 vote
2 answers
2k views

Error when using vif() on glmmTMB obejct?

I have run a zero-inflated model as follows: number of birds ~ treatment * date + minutes after sunrise + snow cover + (1|site) This was the code (in ...
Rachael's user avatar
  • 81
0 votes
1 answer
2k views

What post-hoc analysis should I use following a two-way ANCOVA with factor, integer and numeric variables?

I ran a two-way ANCOVA on the data below, in r-studio, to determine whether pupal weights Pupal.wt were affected by caterpillars' diet ...
Ian's user avatar
  • 101
1 vote
0 answers
1k views

Not available with this estimation method (ARMA ML) error message in eviews

I tried a Breusch–Godfrey LM test on an ARMA Maximum Likelihood model in eviews and I got the following error message: Not available with this estimation method (ARMA ML). I re-estimated the ...
Mr.Rlover's user avatar
  • 163
0 votes
0 answers
796 views

Mixed effect logistic regression error: Model failed to converge with max|grad| = 0.0230258 (tol = 0.001, component 1)

Update on the study design and data: I am testing whether increased temperatures will affect dung burial by dung beetles. The beetle species that I have used makes balls of dung and buries each dung ...
JeanDrayton's user avatar