Search found 3 matches

by dieterE28
Wed May 20, 2009 3:11 am
Forum: Estimation
Topic: Near singular matrix
Replies: 1
Views: 5352

Near singular matrix

I am trying to compute the invers of a 900x900 matrix that is of full rank. It contains a lot of zeros, though. Eviews gives me the "Near singular matrix" error. Is it there an inverse and eviews is just not able to compute it? If so, is that inverse identical with the Moore-Penrose-Pseudo...
by dieterE28
Fri Mar 20, 2009 8:53 am
Forum: Estimation
Topic: Maximum Group Size for Regression
Replies: 5
Views: 29943

Re: Maximum Group Size for Regression

Thanks. However, I have the same Problem now with the system. I cannot put all series in it. If I do it with copy and paste, I get the same Error message (752 is not...).
by dieterE28
Fri Mar 20, 2009 3:26 am
Forum: Estimation
Topic: Maximum Group Size for Regression
Replies: 5
Views: 29943

Maximum Group Size for Regression

I want to run a simple regression using a group of series (ca. 1000).

y c GROUP

This results in the error "752 is not a valid index for vector-series-coefficient C". Is there a maximum size for regressors? Or did I make another mistake.

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