我正在使用bayesglm和二项式方法构建一个默认风险预测模型,我想用权重拟合模型,我试图使用主向量(公司借给一个人的金额)作为权重,但我收到这些警告信息:
1: In bayesglm.fit(x = X, y = Y, weights = weights, start = start, : non-finite coefficients at iteration 4
2: algorithm did not converge
3: fitted probabilities numerically 0 or 1 occurred
校长有很大的差异,这可能是一个原因吗?我尝试了日志,也得到了相同的消息。
set.seed(123)
lm_D_O9<- bayesglm(sampleDefaultO_tr$Default ~ ., data = sampleDefaultO_tr[,-c(20,23,24,49:54,58,60:62)], family=binomial,control = list(maxit = 100),
weights=floor(log(sampleDefaultO_tr$mntTotal)*1000))
我的仓库在这里--> github.com/dclopezb9/Thesis 提前谢谢你!