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
Singular Variance Matrix in Multinomial Logit Model
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cicada3301
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Singular Variance Matrix in Multinomial Logit Model
Last edited by cicada3301 on Wed May 13, 2020 12:57 am, edited 1 time in total.
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EViews Gareth
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Re: Singular Variance Matrix in Multinomial Logit Model
Hard to say without the data
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cicada3301
- Posts: 3
- Joined: Tue May 12, 2020 6:00 am
Re: Singular Variance Matrix in Multinomial Logit Model
This is the data!
Last edited by cicada3301 on Wed May 13, 2020 1:01 am, edited 2 times in total.
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Singular Variance Matrix in Multinomial Logit Model
Looks like a bug in your derivatives. Try removing the derivative code and using numerical.
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