Prof Brian Ripley wrote:
I believe lrm has a criterion appropriate to single-precision calculations (as S-PLUS used to use). Try reducing 'tol' from its default of 1e-7.

But your design matrix *is* near singular

kappa(cbind(1,x))
[1] 557390.5

so try centring/scaling your variables.

Thanks, centering and scaling did the trick (after increasing maxit):

> lrm(y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9 + X10, data=data.frame(scale(x)), maxit=50)

Logistic Regression Model

lrm(formula = y ~ X1 + X2 + X3 + X4 + X5 + X6 + X7 + X8 + X9 +
    X10, data = data.frame(scale(x)), maxit = 50)


Frequencies of Responses
 0  1
14 14

Obs Max Deriv Model L.R. d.f. P C Dxy 28 5e-04 38.81 10 0 1 1
     Gamma      Tau-a         R2      Brier
         1      0.519          1          0

          Coef    S.E.   Wald Z P
Intercept   42.48 125.56  0.34  0.7351
X1         147.43 379.96  0.39  0.6980
X2          43.93 119.86  0.37  0.7140
X3         -24.21 102.98 -0.24  0.8141
X4         -34.26 111.18 -0.31  0.7580
X5         -14.16  44.01 -0.32  0.7476
X6         102.23 315.00  0.32  0.7455
X7          32.31  88.59  0.36  0.7153
X8        -123.62 322.01 -0.38  0.7011
X9         174.07 464.86  0.37  0.7081
X10        -36.59  99.23 -0.37  0.7123


--
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: [EMAIL PROTECTED]
web: http://www.csse.unimelb.edu.au/~gabraham

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