Search found 4 matches

by el_horse
Thu May 19, 2011 6:11 am
Forum: Estimation
Topic: Logistic Regression singular covariance
Replies: 15
Views: 19710

Re: Logistic Regression singular covariance

Thanks

I think I have got it - some variables, even though they are not that correlated, seem to be colinear.

When I started excluding them, the problem disappeared.
by el_horse
Thu May 19, 2011 4:32 am
Forum: Estimation
Topic: Logistic Regression singular covariance
Replies: 15
Views: 19710

Re: Logistic Regression singular covariance

OK I have gotten rid of the "dummy variable trap" for all variables and still have that error showing up this is the equation spec inservice c age_bin_2 age_bin_3 age_bin_4 age_bin_5 age_bin_6 age_bin_7 age_bin_8 age_bin_9 age_bin_10 age_bin_11 age_bin_12 age_bin_13 age_bin_14 age_bin_15 a...
by el_horse
Wed May 18, 2011 2:59 pm
Forum: Estimation
Topic: Logistic Regression singular covariance
Replies: 15
Views: 19710

Re: Logistic Regression singular covariance

In other words if I have at least 2 variables that can be represented as a linear transformation of each other, right?

Something like

Male Female
1 0
0 1
0 1
1 0
0 1
I think I know what I did wrong in that case
by el_horse
Wed May 18, 2011 2:05 pm
Forum: Estimation
Topic: Logistic Regression singular covariance
Replies: 15
Views: 19710

Logistic Regression singular covariance

Hi there, I am trying to run Logistic regression on binary variables with Eviews7. In the ouput I am getting N/As for Standard error / z & p values and at the top an error message which says: WARNING: Singular covariance - coefficients are not unique This is both using probit and logit. What exa...

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