[Rsiena-help] What does this error mean?
Ruth Ripley
ruth at stats.ox.ac.uk
Wed Mar 21 20:14:22 CET 2012
Dear Jennifer,
The error you have indicates that the simulation process is failing.
Either steps are happening so frequently that the cumulative time is
increasing too slowly, or, more likely here, in conditional estimation,
every step is choosing to do nothing so the target cannot be reached.
One point about sna: having seen some of your data, I wonder if you had
any structural zeros in the matrix you used with sna. sna does not
recognise these.
Regards,
Ruth
On 21/03/2012 15:38, Victor, Jennifer Nicoll wrote:
> Thank you to Ruth Ripley and Nate Doogan for providing help with
> this
modeling problem. Based on their suggestions I have simplified the model
and the effects; however, I still am unable to estimate the model. I'm
seeking some general advice about fitting my data. Ruth wondered if
Siena was the appropriate model for these data and I'm attempting to
investigate this question and get more feedback. I appreciate further
feedback from users of this list. I've also posted to the general
Statnet list and have estimated ERGMs with these data.
>
> I have encountered numerous problems relating to degeneracy and
> model
specification. The data are from three waves (congresses) of US members
of Congress and their co-membership in legislative organizations. I have
a number of dyadic and nodal attribute variables as well about the
actors. The hypothesis I seek to test is whether there are bridging-ties
among the legislators through their memberships in legislative
organizations. I suspect that the high degree of density in the data may
be part of the problem.
>
> One approach I've tried is to simply calculate betweenness (in the
> SNA
package) for each network of legislators in each time period, add this
as a vertex attribute, and estimate an ERGM, in which betweenness is a
nodal-covariate; however these models have difficulty with convergence
and fit. I am unable to obtain MCMC standard errors, and even after
numerous attempts at respecification the diagnostics suggest that fit
may be problematic.
>
> Another approach is to use Siena. Siena should allow me to take
advantage of the longitudinal nature of the data. But the output that
I've been able to obtain suggests that the model is problematic, as Ruth
and Nate have pointed out. See output below.
>
> So my various attempts at testing this hypothesis using these
> advanced
methods have left me frustrated. While we can (and have) tested the idea
using a variety of less sophisticated methods, it seems to me that the
advanced statistical methods, such as those available through ERGM and
Siena, are designed for exactly this type of modeling; however, I have
not been able to achieve satisfactory findings that are reportable. I
can continue to try to reparameterize the models to search for fit and
to avoid degeneracy, but I would like to hear thoughts of readers of
this list regarding:
> - the appropriate method for testing the hypothesis - best practices
> for iterative modeling and specification for these
types of models (given that each iteration is so computationally expensive)
> - which architecture (ERGM, Siena, something else?) seems most
appropriate for the data?
>
> Siena verbose output:
>> myeffus
> effectName include fix test initialValue parm
> 1 constant caucuses rate (period 1) TRUE FALSE FALSE 100.00000 0
> 2 constant caucuses rate (period 2) TRUE FALSE FALSE 70.41182 0
> 3 degree (density) TRUE FALSE FALSE 0.03424 0
> 4 betweenness TRUE FALSE FALSE 0.00000 0
> 5 same usparty TRUE FALSE FALSE 0.00000 0
>> myusmodel<-sienaModelCreate(useStdInits=FALSE, projname='siena_us_02')
>> usans02<-siena07(myusmodel, data=myusdata,effects=myeffus, batch=TRUE, verbose=TRUE)
>
> Stochastic approximation algorithm.
> Initial value for gain parameter = 0.2.
> Start of the algorithm.
> Observed function values are
> 1. 123349.0000 2. 5156392.0000 3. 123580.0000
>
> Start phase 0
> theta: 0.0342 0.0000 0.0000
> Current parameter values:
> 0.03424475 0.00000000 0.00000000
>
> Start phase 1
> Phase 1 Iteration 1 Progress: 0%
> Phase 1 Iteration 2 Progress: 0%
> Phase 1 Iteration 3 Progress: 0%
> Phase 1 Iteration 4 Progress: 0%
> Phase 1 Iteration 5 Progress: 0%
> Phase 1 Iteration 10 Progress: 0%
> Phase 1 Iteration 15 Progress: 1%
> Time per iteration in phase 1 = 50.7582
> Average deviations NR generated statistics and targets
> after phase 1:
> -39637.750000
> 6787139.500000
> -39249.250000
>
> Diagonal values of derivative matrix :
> 32772.3901 524963179.7438 38364.4002
> dfra :
> 32772.39 3087677.74 17924.11
> 5095442.50 524963179.74 3357687.99
> 39393.49 3556965.56 38364.40
>
> inverse of dfra :
> 0.00029660366044 -0.00000197940840 0.00003466438151
> -0.00000228738847 0.00000001994553 -0.00000067696765
> -0.00009248392723 0.00000018324891 0.00005323684804
>
> Full Quasi-Newton-Raphson step after phase 1:
> 1. 26.551774
> 2. -0.252611
> 3. -2.820084
> This step is multiplied by the factor 0.10000.
> Intervention 1.4.2: jump after phase 1 decreased by factor 26.5517736817607 .
> Phase 1 achieved after 16 iterations.
> theta: 1.03424 -0.00951 -0.10621
> Current parameter values:
> 1.034244749 -0.009513884 -0.106210769
>
> Phase 2 has 4 subphases.
> Each subphase can be repeated up to 4 times
>
> Start phase 2.1
> Phase 2 Subphase 1 Iteration 1 Progress: 3%
> Phase 2 Subphase 1 Iteration 2 Progress: 3%
> theta 1.0433 -0.0096 -0.0982
> ac 1.009 0.985 1.014
> Phase 2 Subphase 1 Iteration 3 Progress: 3%
> Phase 2 Subphase 1 Iteration 4 Progress: 3%
> theta 1.06134 -0.00977 -0.08233
> ac 1.006 0.992 1.008
> Phase 2 Subphase 1 Iteration 5 Progress: 3%
> Phase 2 Subphase 1 Iteration 6 Progress: 3%
> theta 1.07940 -0.00994 -0.06651
> ac 1.01 0.99 1.01
> Phase 2 Subphase 1 Iteration 7 Progress: 3%
> Phase 2 Subphase 1 Iteration 8 Progress: 3%
> theta 1.0975 -0.0101 -0.0508
> ac 1.004 0.995 1.007
> Phase 2 Subphase 1 Iteration 9 Progress: 3%
> Phase 2 Subphase 1 Iteration 10 Progress: 3%
> theta 1.1155 -0.0103 -0.0353
> ac 1.004 0.996 1.006
> Phase 2 Subphase 1 Iteration 20 Progress: 3%
> theta 1.2058 -0.0112 0.0411
> ac 1.002 0.999 1.006
> Phase 2 Subphase 1 Iteration 30 Progress: 4%
> theta 1.2961 -0.0121 0.1146
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 40 Progress: 4%
> theta 1.386 -0.013 0.185
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 50 Progress: 5%
> theta 1.4767 -0.0139 0.2526
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 60 Progress: 5%
> theta 1.5670 -0.0148 0.3167
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 70 Progress: 5%
> theta 1.6574 -0.0157 0.3777
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 80 Progress: 6%
> theta 1.7477 -0.0166 0.4350
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 90 Progress: 6%
> theta 1.8380 -0.0174 0.4888
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 100 Progress: 7%
> theta 1.9283 -0.0182 0.5386
> ac 1.00 1.00 1.01
> Phase 2 Subphase 1 Iteration 110 Progress: 7%
> theta 2.019 -0.019 0.585
> ac 1.00 1.00 1.01
> Error in x$FRAN(zsmall, xsmall) :
> Unlikely to terminate this epoch: more than 1000000 steps
> Calls: siena07 ... proc2subphase -> doIterations -> <Anonymous> -> .Call
> Execution halted
>
>
> If you got to the end of this post, I appreciate your attention and any advice you might have!
> Best,
> Jennifer Victor
> ___________________________________________
> Jennifer Nicoll Victor
> Assistant Professor
> Department of Political Science
> University of Pittsburgh
> 4600 Wesley W. Posvar Hall
> (412) 624-7204
> E-mail: jnvictor at pitt.edu
> Homepage: http://www.polisci.pitt.edu/person/jennifer-nicoll-victor
>
>
> -----Original Message-----
> From: rsiena-help-bounces at r-forge.wu-wien.ac.at [mailto:rsiena-help-bounces at r-forge.wu-wien.ac.at] On Behalf Of Ruth Ripley
> Sent: Friday, March 09, 2012 8:39 AM
> To: rsiena-help at r-forge.wu-wien.ac.at
> Subject: Re: [Rsiena-help] What does this error mean?
>
> Dear Jennifer,
>
> The errors both indicate that you are fitting a model which is too
> complicated for your data. I suggest you start with just the default
> effects and add others one by one to see which one is giving the problem.
>
> Regards,
>
> Ruth
>
> On 09/03/2012 02:45, Victor, Jennifer Nicoll wrote:
>> After letting my RSiena model for 12 hours on a high memory machine I received the following output. What advice can you provide to help me overcome this error?
>>
>>> myusmodel<-sienaModelCreate(useStdInits=FALSE, projname='siena_us_01')
>>> usans01<-siena07(myusmodel, data=myusdata,effects=myeffus)
>> No X11 device available, forcing use of batch mode
>> Start phase 0
>> theta: 0.0342 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
>>
>> Start phase 1
>> Phase 1 Iteration 1 Progress: 0%
>> Phase 1 Iteration 2 Progress: 0%
>> Phase 1 Iteration 3 Progress: 0%
>> Phase 1 Iteration 4 Progress: 0%
>> Phase 1 Iteration 5 Progress: 0%
>> Phase 1 Iteration 10 Progress: 0%
>> Phase 1 Iteration 15 Progress: 0%
>> Phase 1 Iteration 20 Progress: 1%
>> Phase 1 Iteration 25 Progress: 1%
>> Phase 1 Iteration 30 Progress: 1%
>> Phase 1 Iteration 35 Progress: 1%
>> Phase 1 Iteration 40 Progress: 1%
>> Error in solve.default(z$dfra) :
>> system is computationally singular: reciprocal condition number = 4.58224e-20
>> theta: 0.03416 0.01123 -0.01203 -0.00364 -0.17691 -0.40977 0.23908 -0.14365 0.25761 1.00000 0.21070
>>
>> Start phase 2.1
>> Phase 2 Subphase 1 Iteration 1 Progress: 14%
>> Phase 2 Subphase 1 Iteration 2 Progress: 14%
>> theta 0.04034 0.01130 -0.01206 -0.00342 -0.17012 -0.40569 0.24425 -0.13712 0.25683 0.99919 0.20914
>> ac 1.063 1.049 1.006 1.044 1.025 1.063 1.067 1.065 0.651 0.954 0.866
>> Phase 2 Subphase 1 Iteration 3 Progress: 14%
>> Phase 2 Subphase 1 Iteration 4 Progress: 14%
>> theta 0.05223 0.01144 -0.01213 -0.00299 -0.15670 -0.39786 0.25405 -0.12452 0.25377 0.99722 0.20489
>> ac 1.136 1.112 1.013 1.096 1.105 1.134 1.161 1.137 0.690 0.984 0.881
>> Phase 2 Subphase 1 Iteration 5 Progress: 14%
>> Phase 2 Subphase 1 Iteration 6 Progress: 14%
>> theta 0.06332 0.01158 -0.01221 -0.00256 -0.14449 -0.39056 0.26230 -0.11261 0.24601 0.99419 0.19779
>> ac 1.137 1.140 0.936 1.145 1.104 1.136 1.164 1.140 0.863 0.962 0.967
>> Phase 2 Subphase 1 Iteration 7 Progress: 14%
>> Error in x$FRAN(zsmall, xsmall) :
>> Unlikely to terminate this epoch: more than 1000000 steps
>> Calls: siena07 ... proc2subphase -> doIterations -> <Anonymous> -> .Call
>> Execution halted
>>
>>
>>
>> Jennifer N. Victor
>> Assistant Professor of Political Science
>> University of Pittsburgh
>> 4600 Posvar Hall
>> jnvictor at pitt.edu
>> (412) 624-7204
>> _______________________________________________
>> Rsiena-help mailing list
>> Rsiena-help at lists.r-forge.r-project.org
>> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rsiena-help
>
>
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