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For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Joanne
Posts: 5
Joined: Tue Jun 22, 2010 11:45 am

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Postby Joanne » Wed Jul 28, 2010 1:23 am

Hi all
I am estimating an ordered logit model with two lags and when I try to estimate the model it produces an output with the coefficients but then just get N/A for the p-values etc. In the top part of the output it says the following: Warning: singular covariance, coefficients are not unique. When I estimate it at 1 lag or 3 lags then there is no problem, just at two. Can anyone help me with this problem please and how to fix it. Thanks so much!
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: error message

Postby EViews Glenn » Wed Jul 28, 2010 1:33 pm

Possibly starting values. Can you try to do the estimate with two lags right after doing the estimate with three lags, and having set the Options starting values to user-specified.
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