Using R's BMA (Bayesian Model Averaging) package, I want to run the following code:
result = bic.glm(x,y,prior.param = c(1,1,1,1,0.5,1,0.5,0.5,0.5,1,1,1,1,1,0.5,1,
1,1,1,1,1,1,1,1,1,1,1,1,0.5,1), glm.family="gaussian",factor.type=TRUE)
When my x matrix has 29 variables (and my vector of prior parameters also has length 29), the bic.glm function works. However, when I added a 30th variable to x and add a 30th value to my prior.param vector, I get the following error:
Error in dropcols(leaps.x, y, glm.family, wt, maxCol) : dropped == 0
Does this mean there is a maximum number of explanatory variables that this function can handle? Or does the error have to do with something completely different (perhaps missing values/NAs)? Guidance is much appreciated!