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WARNING: Singular covariance - coefficients are not unique

Posted: Wed Oct 30, 2013 3:55 am
by sohansust
Dear all,
I am trying to estimate the markov switching model.
But when I run the model I got the error
'WARNING: Singular covariance - coefficients are not unique'
and there is no std error and s-statistic values.
Can somebody help plzzzzzzzz.
thanks

Re: WARNING: Singular covariance - coefficients are not unique

Posted: Tue Mar 16, 2021 8:03 pm
by xiaohuishi
you may try to set a initial value for your estimation, I've tried and I worked!