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
Detecting "Near singular matrix" before OLS regression
Moderators: EViews Gareth, EViews Moderator
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Detecting "Near singular matrix" before OLS regression
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.
I assume you're doing this in a program. You might be better off detecting and handling the error message post estimation.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 21 guests