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- Fri Mar 04, 2011 3:47 pm
- Forum: Estimation
- Topic: Detecting "Near singular matrix" before OLS regression
- Replies: 1
- Views: 3925
Detecting "Near singular matrix" before OLS regression
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 ...