11
votes
Accepted
Why is betareg() giving "invalid dependent variable" error?
The error message posted by R tells you what the problem is:
invalid dependent variable, all observations must be in (0,1)
In other words, your dependent variable should take values that are strictly ...
- 20.9k
8
votes
Accepted
Error while fitting data in auto.arima - R
This warning (not an error) is informing you that the seasonal unit root test (used to select the number of seasonal differences, D) has errored.
Admittedly, the message is not very informative for ...
6
votes
Accepted
5
votes
What is cor.smooth(R) : Matrix was not positive definite warning Cronbach alpha in Psych?
Per the package function linked by Jeremy Miles, cor.smooth is a function within the psych package that is used to transform a non-positive-definite matrix by using ...
- 18.5k
4
votes
R logistic regression
From the documentation for ?Smarket, it doesn't appear to me that your two function calls are the same. The variables included are reported to be:
A data frame with 1250 observations on the ...
4
votes
R logistic regression
It does seem off topic, but with respect to why you are getting the warning message, the warning is indicating that linear separation is present in the model. This most often occurs when there are ...
- 516
4
votes
Why is betareg() giving "invalid dependent variable" error?
As the error message tells you betareg() requires responses to be greater than $0$ and less than $1$, i.e., the open interval $(0, 1)$. That is the support of the ...
- 16.1k
3
votes
Why does system GMM fail due to computationally singular system in my setup?
The main reason is that your moment matrix is badly conditioned. This is specific to your dataset. Using momentfit, we can try to see what happens if we compute the ...
- 116
3
votes
Accepted
Interaction Plot error: The lines do not meet
This question is better suited for Cross Validated, but the answers are pretty straightforward:
1. What does this warning message mean?
From the arguments in ...
- 146
3
votes
Error when fitting ARIMA model in R
Why do you use variable atm one time and variable atm.ts the other time ? Make sure you only work with one variable that is of class ts.
- 1,300
2
votes
Tukey for GLM can't find data in model
I think because of as.factor.
I experienced same error message when using summary(glht(mod1, mcp(cycle="Tukey"))) for model:
<...
- 33
2
votes
New factors levels not present in training data
I just encountered the issue as well when using expand.grid() to examine predictions of randomForest() across various factor ...
- 123
2
votes
Error in Johansen procedure `ca.jo` in R: "system is computationally singular"
I recently encountered a similar frustrating error with ca.jo. The problem is numerical, not statistical. Very large numbers cause problems for ...
- 669
2
votes
Accepted
statsmodels ARIMA predict function on in sample data points
I figured it out--turns out that you can't predict on the first date of the train dataset because the start index of the original series had been differenced away. You can add one frequency to the ...
- 31
2
votes
Accepted
Random Forest Error: Type of Predictors in new Data do not match training set
You need to code Seasons, Holiday, and Functioning_day as factors, but your ...
- 50.5k
2
votes
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)
We typically fit random intercepts when we have repeated measures or some other kind of clustering within levels of a grouping variable.
From the description in the OP it seems that you have one ...
- 65.9k
2
votes
Accepted
Error in auto.arima with seasonal dummy variables
Your sreg matrix has only 12 rows, yet your data has 175 observations. The number of rows of sreg should be the same as the ...
- 58.3k
1
vote
How to deal with VAR model when covariance matrix is not positive define?
You are probably running out of data points. A single equation of a VAR(p) model for $k$ time series contains $pk$ slope coefficients. The entire model contains $pk^2$ slope coefficients. Their ...
- 69.5k
1
vote
R syntax of a second-order factor analysis. Does it work if one factor from the first order only consists of 2 items?
I think the problem is that you are allowing your first-order factor residuals to correlate in addition to the first-order factors being indicators of a second-order factor. This leads to an ...
- 4,333
1
vote
Parameter 'C' cannot be optimized for 'nu-svr'? mlr3 with kernlab
From the sklearn User Guide (I know you're asking about an R package, but sklearn's user guide is pretty great about introducing topics IMO):
The $\nu$-SVC formulation [15] is a reparameterization of ...
- 5,051
1
vote
How to plot a binomial GLM with a three way interaction?
This is not much different than your prior question. Because you have all categorical variables, and because they are nested within a three-way interaction, you simply have a set of proportions. Get ...
1
vote
Difficulties reproducing an R-blogger's example of modelling dependency with copulas
The error encountered while fitting a t-distribution copula to the stock data in R seems to be related to optimisation issues during the model fitting process. The function ...
- 308
1
vote
dbinom(x, N, phat) in R returns "NaNs produced". How can I solve this?
Partially answered in comments:
Agreeing with everyone else: CL is "carapace length". It doesn't
make any sense to model it as a binomial distribution
...
1
vote
Incidence rate ratio after negative binomial results in R
Try this:
exp(coef(Mymodel))
Mymodel is a model object containing much more than the fitted coefficients, and some of this ...
- 82.8k
1
vote
Accepted
1
vote
Error when using vif() on glmmTMB obejct?
I think the problem might be in how the vcov() calculates the variance-covariance matrix of the glmmTMB. It defaults to full=FALSE, which doesn't return the full variance-covariance matrix.
But now ...
- 81
1
vote
What post-hoc analysis should I use following a two-way ANCOVA with factor, integer and numeric variables?
This seems to be due to a confusion on your part about the necessity (and even applicability) of post-hoc tests. When you have a categorical variable with multiple levels (e.g., several subspecies) ...
1
vote
How to test whether covariates are significant with "xreg=" and "auto.arima()" (Error message)
It seems that I was able to solve the issue by adding the nrow= and ncol= parameter to the ...
- 73
1
vote
Add categorical variable in crr of package cmprsk
The abovementioned answer is great, just to mention one tiny detail in the matrix;
...
- 65
1
vote
Accepted
To use the correct test for independence
So a game has been played 1554 times and you wonder what share of these uses happened by a good and how many by a bad. This can ...
- 8,485
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