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error message

Posted: Wed Jul 28, 2010 1:23 am
by Joanne
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!

Re: error message

Posted: Wed Jul 28, 2010 1:33 pm
by EViews Glenn
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.