Probit model_warning message on the equation output

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Anne_Katy
Posts: 1
Joined: Sun Nov 16, 2014 4:24 am

Probit model_warning message on the equation output

Postby Anne_Katy » Sun Nov 16, 2014 4:48 am

Hi all,
I run a probit model (only with two regressors) and I get the following warning message on the equation output:
"WARNING: Singular covariance - coefficients are not unique
Covariance matrix computed using second derivatives
WARNING: Complete separation detected at estimated parameters (results
may not be valid)"

Why does this happen? which is the problem? Can someone help me?
Thanks in advance.
Anne

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Probit model_warning message on the equation output

Postby trubador » Mon Nov 17, 2014 2:25 am

Hard to say without seeing the actual workfile. But the following discussion might be helpful: http://forums.eviews.com/viewtopic.php?f=4&t=4257

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Probit model_warning message on the equation output

Postby EViews Glenn » Mon Nov 17, 2014 7:57 am

The manual has (what I hope is) a clear description of the meaning of this warning.


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