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Failed to "solve" logistic regression that R can #449

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xiaodaigh opened this issue Oct 4, 2021 · 1 comment

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xiaodaigh commented Oct 4, 2021 •

edited by andreasnoack

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Unzip the above and then do this

using CSV, DataFrames
df = CSV.read("plsdel.csv", DataFrame)

x_terms = sum(Term(Symbol("x$i")) for i in 1:569)

formula = Term(:y)~ConstantTerm(-1) + x_terms

using GLM
m = glm(formula, df, Binomial())

this fails with this error

ERROR: PosDefException: matrix is not positive definite; Cholesky factorization failed.

However, R's glm can handle it e.g.

using RCall
@rput df
R"""
glm(y~-1+., data = df, family=binomial)
"""

Member

nalimilan commented Oct 4, 2021

See also #426.

palday mentioned this issue

Version 2.0 Breaking Changes #500

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