Singular Variance Matrix in Multinomial Logit Model

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cicada3301
Posts: 3
Joined: Tue May 12, 2020 6:00 am

Singular Variance Matrix in Multinomial Logit Model

Postby cicada3301 » Tue May 12, 2020 9:30 am

Hi!
I am currently working on a multinomial logit model and have written the following code:

When running the program, I do get coefficient values. However, I do not get any standard deviations because of the error: WARNING: Singular covariance - coefficients are not unique. I tested for perfect multicollinearity and this did not seem the case. The variables displ1,..,displ6 are not summed to one per row (sometimes both displ2 and displ6 are one for example and sometimes they are all zero).

Can anybody find my fault? That would be of great help!

Thanks in advance,
Kind regards
Last edited by cicada3301 on Wed May 13, 2020 12:57 am, edited 1 time in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Singular Variance Matrix in Multinomial Logit Model

Postby EViews Gareth » Tue May 12, 2020 9:36 am

Hard to say without the data

cicada3301
Posts: 3
Joined: Tue May 12, 2020 6:00 am

Re: Singular Variance Matrix in Multinomial Logit Model

Postby cicada3301 » Tue May 12, 2020 12:41 pm

This is the data!
Last edited by cicada3301 on Wed May 13, 2020 1:01 am, edited 2 times in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Singular Variance Matrix in Multinomial Logit Model

Postby EViews Gareth » Tue May 12, 2020 1:03 pm

Looks like a bug in your derivatives. Try removing the derivative code and using numerical.


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