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Re: st: non-linear models not converging
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: non-linear models not converging
Date
Wed, 22 May 2013 13:53:00 -0400
On Wed, May 22, 2013 at 12:41 PM, Jacobs, David
<[email protected]> wrote:
> Another quite simple but nevertheless useful technique: Make sure that you don't have extremely large differences in the values of your explanatory variables. For example, I've had this problem in count models when I enter state populations in their raw form along additional explanatory variables that were much smaller such as proportions or percentages.
>
> If this difficulty is present, multiply your original variable by .001 or .0001 or some such and try that remedy.
As good as the QR algorithm is a truly poor choice of scaling is going
to cause problems. It's generally good practice to scale your X
variables yourself to be on roughly the same order of magnitude. The
more complex the model the more this seems necessary.
--
JVVerkuilen, PhD
[email protected]
"They were careless people, Tom and Daisy - they smashed up things and
creatures and then retreated back into their money of their vast
carelessness, or whatever it was that kept them together, and let
other people clean up the mess they had made." -- F. Scott Fitzgerald
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