Multiple Regression Near Singular Matrix
Posted: Fri Jul 10, 2009 5:03 am
Hello,
I am trying to write a program to scan through a set of data, performing a regression between various points, dependings on another input variable that I can control.
This proram works really well some of the time. Other times it gives me a near singular matrix error. I can only assume this is because occationally it meets a set of data that acts like a near singular matrix, rather then it being an error in the program?
I cannot see how to solve this. There is obviously no problem with the program, as it will run perfectly sometimes. Other times it will NSM error, just because I have changed the data it is operating on.
Is there any way I can get it to "skip" the data where a NSM error is found, and continue on regardless? The amount of results I am generating means its not a problem if I loose 3 or 4.
Thanks
I am trying to write a program to scan through a set of data, performing a regression between various points, dependings on another input variable that I can control.
This proram works really well some of the time. Other times it gives me a near singular matrix error. I can only assume this is because occationally it meets a set of data that acts like a near singular matrix, rather then it being an error in the program?
I cannot see how to solve this. There is obviously no problem with the program, as it will run perfectly sometimes. Other times it will NSM error, just because I have changed the data it is operating on.
Is there any way I can get it to "skip" the data where a NSM error is found, and continue on regardless? The amount of results I am generating means its not a problem if I loose 3 or 4.
Thanks