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What?s the best way to deal with ?iteration limit reached? when running

To: s-news@lists.biostat.wustl.edu
Subject: What?s the best way to deal with ?iteration limit reached? when running glm.nb()?
From: wuy <WUY@DAL.CA>
Date: Tue, 2 Jan 2007 23:36:48 -0400
User-agent: Internet Messaging Program (IMP) H3 (4.0.3)
Hello S+ers,

Happy New Year to everyone!

I'm a newbie in S+, please forgive me if my question appears trivial, but I do
need some help from you.

I'm trying to fit a negative binomial regression model under S-Plus 6.1 for
Windows, and the function I use is glm.nb() from MASS library for Venables &
Ripley (2002) version 7.0. First, I didn't give any control values to the
model, my model was like

> negb.test <- glm.nb (Y ~ X1 + X2 + X3 +X4 + X5 +X6, data=mydata)
Warning in theta.ml(Y, mu, n, limit = control$maxit, trace = control$trace > 2):
iteration limit reached
Warning in theta.ml(Y, mu, n, limit = control$maxit, trace = control$trace > 2):
iteration limit reached
Warning in theta.ml(Y, mu, n, limit = control$maxit, trace = control$trace > 2):
iteration limit reached
Warning in theta.ml(Y, mu, n, limit = control$maxit, trace = control$trace > 2):
iteration limit reached

Thought some control might help a bit, I re-coded it as

> negb.test2 <- glm.nb (Y ~..., init.theta=0.85, link=log, data=mydata)
The same warning message, and it repeats four times again.

I'm just wondering must I give a limit number for the iteration to reach an
"optimal" result, and what is the maximum number of iteration. Also, what
does the "trace = control$trace > 2" mean, I thought trace is a logic
value, how to interpret (and possibility fix) this problem?

Oh, the length of my data is over 30000, is it too big for S+ to handle? If so,
what can I do with it?

Many thanks in advance, and humbly awaiting illumination!


Helen Wu


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