near singular

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startz
Non-normality and collinearity are NOT problems!
Posts: 3192
Joined: Wed Sep 17, 2008 2:25 pm

near singular

Postby startz » Wed Oct 18, 2017 1:54 pm

The command

Code: Select all

ls grade_num @expand(course_dept_code)

works for an unstructured file. When I turn the file into a panel with a different variable for the id, I get nonsingular matrix.

Uh, what's going on?

EViews Gareth
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Re: near singular

Postby EViews Gareth » Wed Oct 18, 2017 3:56 pm

Can you provide the file?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3192
Joined: Wed Sep 17, 2008 2:25 pm

Re: near singular

Postby startz » Wed Oct 18, 2017 5:41 pm

I can't, as it's confidential. Is there something you want me to do to shed light on the issue?

EViews Gareth
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Re: near singular

Postby EViews Gareth » Wed Oct 18, 2017 5:53 pm

Without seeing it is hard to be certain, but at a guess it is knifeedge singular. Panel LS goes through a slightly different calculation routine, and I’d guess they differ in triggering singular
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startz
Non-normality and collinearity are NOT problems!
Posts: 3192
Joined: Wed Sep 17, 2008 2:25 pm

Re: near singular

Postby startz » Wed Oct 18, 2017 5:59 pm

EViews Gareth wrote:Without seeing it is hard to be certain, but at a guess it is knifeedge singular. Panel LS goes through a slightly different calculation routine, and I’d guess they differ in triggering singular

I would understand that if it weren't @expand. What can be multicollinear with a set of dummy variables?


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