On Thu, 22 Feb 2007, Dong GUO wrote:
> Greetings to the list,
>
> I was trying to estimate spatial error model in R, somehow I got the
> message below. Would you please help me with it? Many thanks in
> advance.
>
> Error in solve.default(asyvar, tol = tol.solve) :
> system is computationally singular: reciprocal condition number =
5.6964e-18
(This refers to function errorsarlm() in package spdep)
Please see ?errorsarlm, the problem is explained there as follows:
tol.solve: the tolerance for detecting linear dependencies in the
columns of matrices to be inverted - passed to 'solve()'
(default=1.0e-10). This may be used if necessary to extract
coefficient standard errors (for instance lowering to 1e-12),
but errors in 'solve()' may constitute indications of poorly
scaled variables: if the variables have scales differing much
from the autoregressive coefficient, the values in this
matrix may be very different in scale, and inverting such a
matrix is analytically possible by definition, but
numerically unstable; rescaling the RHS variables alleviates
this better than setting tol.solve to a very small value.
>
>
> Regards,
> Dong
>
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--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no