Singular matrix

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tvonbrasch
Posts: 370
Joined: Fri Apr 15, 2011 5:35 am

Singular matrix

Postby tvonbrasch » Mon Dec 18, 2017 11:31 pm

Hi

Not sure this is a bug, but the error message should be different. When i run the regression:

Code: Select all

EQUATION _EQ_WW90I.LS DLOG(WW90I) = C(1)+C(2)*DLOG(WW90I(-2))+C(3)*DLOG(WW90I(-3))+C(4)*LOG(WW90I(-1)/KWA90(-1))+C(5)*DLOG(KWA90)+C(6)*LOG(URKORR(-1))+C(8)*@DURING("87Q1")

I get the error message
nearsingularmatrixerror.PNG
nearsingularmatrixerror.PNG (9.77 KiB) Viewed 341 times


I believe this is caused by the variable KWA90 beginning in 1992 and therefore Eviews does not like it when i include a dummy variable for 1987q1 (@DURING("87Q1")). But, ideally, Eviews should just ignore such a dummy?
Thomas

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Singular matrix

Postby EViews Gareth » Mon Dec 18, 2017 11:41 pm

EViews doesn't ignore collinear regressors. Hence the error message.
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