computational error in lmerTest even with ham-data - lmer

lmerTest did not return p-values of my own model; so I tried to reproduce the example from the manual -
m <- lmer(Informed.liking ~ Gender+Information+Product +(1|Consumer), data=ham)
# gives summary of lmer object. The same as of class merMod but with
# additional p-values calculated based on Satterthwates approximations
summary(m)
but even then get the message:
summary from lme4 is returned
some computational error has occurred in lmerTest
and no p-values!
What´s wrong?
Thx in advance!

Related

(Wald)Test for comparing two nested feols/plm models

I want to test if
model_1 <- feols(auth ~ dummy_past1 + dummy_past2 + dummy_past3
| region + date_f, # Fixed Effects
data=df)
is just as good as
model_2 <- feols(auth ~ i(dummy_past1,specific_regions) + i(dummy_past2,specific_regions) + i(dummy_past3, specific_regions) # interaction(dummies * specific regions)
| region + date_f, # Fixed Effects
data=df)
If this was a normal linear regression I would conduct a lrtest (likelihood ratio test). As I heard that a waldtest can also be applied to panel data (?) I conducted a waldtest
waldtest(model_1, model_2). Yet, when doing that I get the warning: "Error in solve.default(vc[ovar, ovar]) : system is computationally singular: reciprocal condition number = 2.10749e-44"
Does someone know if doing a waldtest is the correct approach here, or if there are any other tests that I could do on plm or feols regressions? Or it would also be very helpful if you have ideas on how I could get the waldtest working.

PuLP solvers do not respond to options fed to them

So I've got a fairly large optimization problem and I'm trying to solve it within a sensible amount of time.
Ive set it up as:
import pulp as pl
my_problem = LpProblem("My problem",LpMinimize)
# write to problem file
my_problem.writeLP("MyProblem.lp")
And then alternatively
solver = CPLEX_CMD(timeLimit=1, gapRel=0.1)
status = my_problem .solve(solver)
solver = pl.apis.CPLEX_CMD(timeLimit=1, gapRel=0.1)
status = my_problem .solve(solver)
path_to_cplex = r'C:\Program Files\IBM\ILOG\CPLEX_Studio1210\cplex\bin\x64_win64\cplex.exe' # and yes this is the actual path on my machine
solver = pl.apis.cplex_api.CPLEX_CMD(timeLimit=1, gapRel=0.1, path=path_to_cplex)
status = my_problem .solve(solver)
solver = pl.apis.cplex_api.CPLEX_CMD(timeLimit=1, gapRel=0.1, path=path_to_cplex)
status = my_problem .solve(solver)
It runs in each case.
However, the solver does not repond to the timeLimit or gapRel instructions.
If I use timelimit it does warn this is depreciated for timeLimit. Same for fracgap: it tells me I should use relGap. So somehow I am talking to the solver.
However, nor matter what values i pick for timeLimit and relGap, it always returns the exact same answer and takes the exact same amount of time (several minutes).
Also, I have tried alternative solvers, and I cannot get any one of them to accept their variants of time limits or optimization gaps.
In each case, the problem solves and returns an status: optimal message. But it just ignores the time limit and gap instructions.
Any ideas?
out of the zoo example:
import pulp
import cplex
bus_problem = pulp.LpProblem("bus", pulp.LpMinimize)
nbBus40 = pulp.LpVariable('nbBus40', lowBound=0, cat='Integer')
nbBus30 = pulp.LpVariable('nbBus30', lowBound=0, cat='Integer')
# Objective function
bus_problem += 500 * nbBus40 + 400 * nbBus30, "cost"
# Constraints
bus_problem += 40 * nbBus40 + 30 * nbBus30 >= 300
solver = pulp.CPLEX_CMD(options=['set timelimit 40'])
bus_problem.solve(solver)
print(pulp.LpStatus[bus_problem.status])
for variable in bus_problem.variables():
print ("{} = {}".format(variable.name, variable.varValue))
Correct way to pass solver option as dictionary
pulp.CPLEX_CMD(options={'timelimit': 40})
#Alex Fleisher has it correct with pulp.CPLEX_CMD(options=['set timelimit 40']). This also works for CBC using the following syntax:
prob.solve(COIN_CMD(options=['sec 60','Presolve More','Multiple 15', 'Node DownFewest','HEUR on', 'Round On','PreProcess Aggregate','PassP 10','PassF 40','Strong 10','Cuts On', 'Gomory On', 'CutD -1', 'Branch On', 'Idiot -1', 'sprint -1','Reduce On','Two On'],msg=True)).
It is important to understand that the parameters, and associated options, are specific to a solver. PuLP seems to be calling CBC via the command line so an investigation of those things is required. Hope that helps

PACF function in statsmodels.tsa.stattools gives numbers greater than 1 when using ywunbiased?

I have a dataframe which is of length 177 and I want to calculate and plot the partial auto-correlation function (PACF).
I have the data imported etc and I do:
from statsmodels.tsa.stattools import pacf
ys = pacf(data[key][array].diff(1).dropna(), alpha=0.05, nlags=176, method="ywunbiased")
xs = range(lags+1)
plt.figure()
plt.scatter(xs,ys[0])
plt.grid()
plt.vlines(xs, 0, ys[0])
plt.plot(ys[1])
The method used results in numbers greater than 1 for very long lags (90ish) which is incorrect and I get a RuntimeWarning: invalid value encountered in sqrtreturn rho, np.sqrt(sigmasq) but since I can't see their source code I don't know what this means.
To be honest, when I search for PACF, all the examples only carry out PACF up to 40 lags or 60 or so and they never have any significant PACF after lag=2 and so I couldn't compare to other examples either.
But when I use:
method="ols"
# or
method="ywmle"
the numbers are corrected. So it must be the algo they use to solve it.
I tried importing inspect and getsource method but its useless it just shows that it uses another package and I can't find that.
If you also know where the problem arises from, I would really appreciate the help.
For your reference, the values for data[key][array] are:
[1131.130005, 1144.939941, 1126.209961, 1107.300049, 1120.680054, 1140.839966, 1101.719971, 1104.23999, 1114.579956, 1130.199951, 1173.819946, 1211.920044, 1181.27002, 1203.599976, 1180.589966, 1156.849976, 1191.5, 1191.329956, 1234.180054, 1220.329956, 1228.810059, 1207.01001, 1249.47998, 1248.290039, 1280.079956, 1280.660034, 1294.869995, 1310.609985, 1270.089966, 1270.199951, 1276.660034, 1303.819946, 1335.849976, 1377.939941, 1400.630005, 1418.300049, 1438.23999, 1406.819946, 1420.859985, 1482.369995, 1530.619995, 1503.349976, 1455.27002, 1473.98999, 1526.75, 1549.380005, 1481.140015, 1468.359985, 1378.550049, 1330.630005, 1322.699951, 1385.589966, 1400.380005, 1280.0, 1267.380005, 1282.829956, 1166.359985, 968.75, 896.23999, 903.25, 825.880005, 735.090027, 797.869995, 872.8099980000001, 919.1400150000001, 919.320007, 987.4799800000001, 1020.6199949999999, 1057.079956, 1036.189941, 1095.630005, 1115.099976, 1073.869995, 1104.48999, 1169.430054, 1186.689941, 1089.410034, 1030.709961, 1101.599976, 1049.329956, 1141.199951, 1183.26001, 1180.550049, 1257.640015, 1286.119995, 1327.219971, 1325.829956, 1363.609985, 1345.199951, 1320.640015, 1292.280029, 1218.890015, 1131.420044, 1253.300049, 1246.959961, 1257.599976, 1312.410034, 1365.680054, 1408.469971, 1397.910034, 1310.329956, 1362.160034, 1379.319946, 1406.579956, 1440.670044, 1412.160034, 1416.180054, 1426.189941, 1498.109985, 1514.680054, 1569.189941, 1597.569946, 1630.73999, 1606.280029, 1685.72998, 1632.969971, 1681.550049, 1756.540039, 1805.810059, 1848.359985, 1782.589966, 1859.449951, 1872.339966, 1883.949951, 1923.569946, 1960.22998, 1930.6700440000002, 2003.369995, 1972.290039, 2018.050049, 2067.560059, 2058.899902, 1994.9899899999998, 2104.5, 2067.889893, 2085.51001, 2107.389893, 2063.110107, 2103.840088, 1972.180054, 1920.030029, 2079.360107, 2080.409912, 2043.939941, 1940.2399899999998, 1932.22998, 2059.73999, 2065.300049, 2096.949951, 2098.860107, 2173.600098, 2170.949951, 2168.27002, 2126.149902, 2198.810059, 2238.830078, 2278.8701170000004, 2363.639893, 2362.719971, 2384.199951, 2411.800049, 2423.409912, 2470.300049, 2471.649902, 2519.360107, 2575.26001, 2584.840088, 2673.610107, 2823.810059, 2713.830078, 2640.8701170000004, 2648.050049, 2705.27002, 2718.3701170000004, 2816.290039, 2901.52002, 2913.97998]
Your time series is pretty clearly not stationary, so that Yule-Walker assumptions are violated.
More generally, PACF is usually appropriate with stationary time series. You might difference your data first, before considering the partial autocorrelations.

Pytorch, Unable to get repr for <class 'torch.Tensor'>

I'm implementing some RL in PyTorch and had to write my own mse_loss function (which I found on Stackoverflow ;) ).
The loss function is:
def mse_loss(input_, target_):
return torch.sum(
(input_ - target_) * (input_ - target_)) / input_.data.nelement()
Now, in my training loop, the first input is something like:
tensor([-1.7610e+10]), tensor([-6.5097e+10])
With this input I'll get the error:
Unable to get repr for <class 'torch.Tensor'>
Computing a = (input_ - target_) works fine, while b = a * a respectively b = torch.pow(a, 2) will fail with the error metioned above.
Does anyone know a fix for this?
Thanks a lot!
Update:
I just tried using torch.nn.functional.mse_loss which will result in the same error..
I had the same error,when I use the below code
criterion = torch.nn.CrossEntropyLoss().cuda()
output=output.cuda()
target=target.cuda()
loss=criterion(output, target)
but I finally found my wrong:output is like tensor([[0.5746,0.4254]]) and target is like tensor([2]),the number 2 is out of indice of output
when I not use GPU,this error message is:
RuntimeError: Assertion `cur_target >= 0 && cur_target < n_classes' failed. at /opt/conda/conda-bld/pytorch-nightly_1547458468907/work/aten/src/THNN/generic/ClassNLLCriterion.c:93
Are you using a GPU ?
I had simillar problem (but I was using gather operations), and when I moved my tensors to CPU I could get a proper error message. I fixed the error, switched back to GPU and it was alright.
Maybe pytorch has trouble outputing the correct error when it comes from inside the GPU.

linearK error in seq. default() cannot be NA, NaN

I am trying to learn linearK estimates on a small linnet object from the CRC spatstat book (chapter 17) and when I use the linearK function, spatstat throws an error. I have documented the process in the comments in the r code below. The error is as below.
Error in seq.default(from = 0, to = right, length.out = npos + 1L) : 'to' cannot be NA, NaN or infinite
I do not understand how to resolve this. I am following this process:
# I have data of points for each data of the week
# d1 is district 1 of the city.
# I did the step below otherwise it was giving me tbl class
d1_data=lapply(split(d1, d1$openDatefactor),as.data.frame)
# I previously create a linnet and divided it into districts of the city
d1_linnet = districts_linnet[["d1"]]
# I create point pattern for each day
d1_ppp = lapply(d1_data, function(x) as.ppp(x, W=Window(d1_linnet)))
plot(d1_ppp[[1]], which.marks="type")
# I am then converting the point pattern to a point pattern on linear network
d1_lpp <- as.lpp(d1_ppp[[1]], L=d1_linnet, W=Window(d1_linnet))
d1_lpp
Point pattern on linear network
3 points
15 columns of marks: ‘status’, ‘number_of_’, ‘zip’, ‘ward’,
‘police_dis’, ‘community_’, ‘type’, ‘days’, ‘NAME’,
‘DISTRICT’, ‘openDatefactor’, ‘OpenDate’, ‘coseDatefactor’,
‘closeDate’ and ‘instance’
Linear network with 4286 vertices and 6183 lines
Enclosing window: polygonal boundary
enclosing rectangle: [441140.9, 448217.7] x [4640080, 4652557] units
# the errors start from plotting this lpp object
plot(d1_lpp)
"show.all" is not a graphical parameter
Show Traceback
Error in plot.window(...) : need finite 'xlim' values
coords(d1_lpp)
x y seg tp
441649.2 4649853 5426 0.5774863
445716.9 4648692 5250 0.5435492
444724.6 4646320 677 0.9189631
3 rows
And then consequently, I also get error on linearK(d1_lpp)
Error in seq.default(from = 0, to = right, length.out = npos + 1L) : 'to' cannot be NA, NaN or infinite
I feel lpp object has the problem, but I find it hard to interpret the errors and how to resolve them. Could someone please guide me?
Thanks
I can confirm there is a bug in plot.lpp when trying to plot the marked point pattern on the linear network. That will hopefully be fixed soon. You can plot the unmarked point pattern using
plot(unmark(d1_lpp))
I cannot reproduce the problem with linearK. Which version of spatstat are you running? In the development version on my laptop spatstat_1.51-0.073 everything works. There has been changes to this code recently, so it is likely that this will be solved by updating to development version (see https://github.com/spatstat/spatstat).

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