Error Near Singular Matrix Eviews
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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. Moderators: EViews Gareth, EViews Moderator Post Reply what does near singular matrix mean in eviews Print view Search Advanced search 7 posts • Page 1 of 1 corbinm Posts: near singular matrix error. regressors may be perfectly collinear 2 Joined: Wed Feb 05, 2014 4:02 am Near Singular Matrix Error Quote Postby corbinm » Wed Feb 05, 2014 4:11
Near Singular Matrix Error Eviews Adalah
am Hi,I am having an issue using e views 8 student version. I am getting the typical near singular matrix error and so far I have been un able to find a solution. The
Eviews Near Singular Matrix Error. Regressors May Be Perfectly Collinear.
regression I am attempting to run is excess1 c shortint instiown monthd quarterd yeard shortint*monthd shortint*quarterd shortint*yeard excess0 excess0*monthd excess0*quarterd excess0*yeard excess0*shortint excess0*monthd*shortint excess0*quarterd*shortint excess0*yeard*shortintThis is one of three equations which all include similar variables and has been successfully run on several other country data sets I am testing. However for some reason I run into this problem only on my Indonesia data set and one other data dummy variable trap eviews set our of over 60. I've tried removing the constant variable and that has done nothing. I need to include all other variables and so I can't afford to start deleting variables here and there.Just for reference the dummy variables are monthd quarterd and yeard which indicate different period ends,i.e a month end quarter end or year end date. and there is no over lap, so the last date in jan and feb will have a 1 for month end while the end of march with have a 1 for quarter end but a zero for month end and so onAny help would be great, Ive attached the .txt file below which im using as my data in e views Attachments Indo Data - Low Vol.txt (540.13 KiB) Downloaded 363 times Top trubador Did you use forum search? Posts: 1526 Joined: Thu Nov 20, 2008 12:04 pm Re: Near Singular Matrix Error Quote Postby trubador » Wed Feb 05, 2014 5:33 am As far as the machine is concerned, you have a perfect (negative) correlation between "excess0*yeard*shortint" and "yeard*shortint" variables. You'll have to drop one of them... Top corbinm Posts: 2 Joined: Wed Feb 05, 2014 4:02 am Re: Near Singular Matrix
near singular matrix error (dummy variable trap) Tweet Welcome to Talk Stats! Join the discussion today by registering your FREE account. Membership benefits: • Get your questions answered by community gurus and expert researchers. • Exchange your learning and research experience among peers and
Lỗi Near Singular Matrix Là Gì
get advice and insight. Join Today! + Reply to Thread Results 1 to 4 of 4 near singular matrix eviews dummy Thread: near singular matrix error (dummy variable trap) Thread Tools Show Printable Version Email this Page… Subscribe to this Thread… Display Linear Mode Switch nearly singular matrix to Hybrid Mode Switch to Threaded Mode 07-27-201207:07 AM #1 slacknoise View Profile View Forum Posts Give Away Points Posts 5 Thanks 2 Thanked 0 Times in 0 Posts near singular matrix error (dummy variable trap) Hi, Im running http://forums.eviews.com/viewtopic.php?t=9522 a regression in eviews and have 11 dummy variables for 12 different industries. As i already dropped one i do not understand why i am reviewing a "near singular matrix error" (eviews) indicating perfect colinearity . Futher, I eliminated another 4 dummy variables to finally get to an result. Any ideas what i can do about that if i want to control for the 12 industries? Thank you very much in advance Reply With Quote 07-27-201207:32 AM #2 Lazar View http://www.talkstats.com/showthread.php/27083-near-singular-matrix-error-(dummy-variable-trap) Profile View Forum Posts Phineas Packard Location Sydney Posts 1,148 Thanks 196 Thanked 332 Times in 295 Posts Re: near singular matrix error (dummy variable trap) Something is wrong here. Could you give more information on the model. Is it possible that you accidently have a linear combination of variables in your model somewhere. Reply With Quote 07-27-201208:02 AM #3 slacknoise View Profile View Forum Posts Posts 5 Thanks 2 Thanked 0 Times in 0 Posts Re: near singular matrix error (dummy variable trap) I figured the problem. It seems i have not enough observations for the 12 different industries Reply With Quote 06-23-201301:54 AM #4 Mukky View Profile View Forum Posts Posts 1 Thanks 0 Thanked 0 Times in 0 Posts Re: near singular matrix error (dummy variable trap) How many observations do I need if there are 645 different variables to avoid "nearly singular matrix error"? Please help. Reply With Quote + Reply to Thread Tweet « Use of count data in regressions | Regression coefficient- random variable or a constant? » Posting Permissions You may not post new threads You may not post replies You may not post attachments You may not edit your posts BB code is On Smilies are On [IMG] code is On HTML code is Off Forum Rules Contact Us Talk Stats Forum Archive Top Advertise on Talk Stats All times are GMT -5. The time n
is experimenting with adspdfEViews 7 Users Guide II822 PagesEViews 7 Users Guide singular matrix IIUploaded byN. Eskiocak Zubar...Viewsconnect to downloadGetpdfREAD PAPEREViews 7 Users Guide IIDownloadEViews 7 Users Guide IIUploaded byN. Eskiocak Zubar...Loading PreviewSorry, preview near singular matrix is currently unavailable. You can download the paper by clicking the button above.GET pdf ×CloseLog InLog InwithFacebookLog InwithGoogleorEmail:Password:Remember me on this computerorreset passwordEnter the email address you signed up with and we'll email you a reset link.Need an account?Click here to sign up Job BoardAboutPressBlogPeoplePapersTermsPrivacyCopyrightWe're Hiring!Help Center Find new research papers in:PhysicsChemistryBiologyHealth SciencesEcologyEarth SciencesCognitive ScienceMathematicsComputer Science Academia © 2016
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