EViews.com

Hi,

I am trying to estimate a linear equation y = X b + e by OLS over different sample periods.

For a certain sample period, EViews 7 reported error "Near singular matrix error. Regressors may be perfectly collinear."

I would like to skip the problematic sample and avoid the near singular matrix error. Is there a way to automatically do that?

(I have tried to pre-test the X matrix using @rank(X) (with default tolerance), but X is of full rank even when EViews reports the error.)

Thanks a lot for your help.

JF

In general, no.

I assume you're doing this in a program. You might be better off detecting and handling the error message post estimation.