Displaying 20 results from an estimated 3000 matches similar to: "Computationally singular [provides coefficients but not covariance matrix]"
2011 Aug 06
0
ridge regression - covariance matrices of ridge coefficients
For an application of ridge regression, I need to get the covariance
matrices of the estimated regression
coefficients in addition to the coefficients for all values of the ridge
contstant, lambda.
I've studied the code in MASS:::lm.ridge, but don't see how to do this
because the code is vectorized using
one svd calculation. The relevant lines from lm.ridge, using X, Y are:
2008 Oct 07
1
Mac crash- Probably memory problem
Dear all,
I am running a code using bootstraps for estimating standard errors but the
mac crashes. When I use small number of bootstraps (100) it works fine but
if I increase that number it crashes.
Thanks in advance
dimitris
The code, the error and my mac characteristics are the following:
##############code#####################
qr.1<- rq(y~factor(year)+factor(state)+x1+I(x^2)+I(x^3),
2012 Oct 17
1
extracting and restricting coefficients
HiĀ
I want to fit two equations simultaneously
EQ1<-Y1~X1+X2
EQ2<-Y2~X1+X2
eqsystem<-list(Y1HAT=EQ1,Y2HAT=EQ2)
fitols<-systemfit(eqsystem,
method="OLS", data=BB)
How do I get coefficients for the first equation? R code
How do I restrict coefficient of X2 in the first equation (say , restrict it to less thanĀ zero). R code
Your help is
appreciated.
Dereje
[[alternative
2010 Sep 22
1
Newey West and Singular Matrix
dear R experts: ?I am writing my own little newey-west standard error
function, with heteroskedasticity and arbitrary x period
autocorrelation corrections. ?including my function in this post here
may help others searching for something similar. it is working quite
well, except on occasion, it complains that
Error in solve.default(crossprod(x.na.omitted, x.na.omitted)) :
system is
2010 Sep 23
1
Newey West and Singular Matrix + library(sandwich)
thank you, achim. I will try chol2inv.
sandwich is a very nice package, but let me make some short
suggestions. I am not a good econometrician, so I do not know what
prewhitening is, and the vignette did not explain it. "?coeftest" did
not work after I loaded the library. automatic bandwidth selection
can be a good thing, but is not always.
as to my own little function, I like the
2010 Jun 08
0
GMM: "The covariance matrix of the coefficients is singular"
Hi All,
I'm trying to estimate some parameters in my model via GMM using the
function gmm(), but I keep getting the message "The covariance matrix of
the coefficients is singular". I've changed the moment conditions and
the initial value of the parameters, and I still get this message. Are
the results valid after receiving this message? Any ideas on how to get
rid of it?
2009 Feb 16
1
incl.non.slopes=FALSE does not work at predict.lm
Dear all,
I am trying to estimate the prediction from a fixed effects model and their
confidence intervals as well. Though I do not want to include in the
prediction and at the confidence intervals the intercept. For that reason I
used the argument incl.non.slopes=FALSE. But either if it is TRUE or FALSE
it does not have any difference and also the system does not provide any
warning. I really
2009 Aug 15
1
System is computationally singular and scale of covariates
Dear all,
I'm running a self-written numerical optimization routine (hazard
model) which includes computing the inverse of the outer product of
the score. I have been getting the above error message ("System is
computationally singular"), and after some tweaking, I realized that
these variables have some high numbers and the problem could be
circumvented by scaling them down (i.e.
2011 Jun 23
0
Loops, Paste, Apply? What is the best way to set up a list of many equations?
Is there a way to apply paste to?list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)?such that I don't have to write form1=EQ1 for all my models?(I might have a list of 20 or more)? I also need the EQs to read the formulas associated with them.
For example, below, I was able to automate the name assignment but I could not figure out how to?to set up the list using?paste or other
2011 Jun 21
1
Setting up list of many equations for systemfit
Dear List Members,I am trying to set up a large system of equations and I am trying to find a simple way to set up the list command under the package system fit. Here is the example from system fit and what I am trying to do:
EQ1 <- Y1 ~ X1 + X2 + X4EQ2 <- Y2 ~ X2 + X3EQ3 <- Y3 ~ X2 + X3 + X4EQ4 <- Y4 ~ X1 + X3 + X4eqSystem <-list(form1 = EQ1, form2 = EQ2, form3 = EQ3, form4 = EQ4)
2024 Apr 23
0
System GMM fails due to computationally singular system. Why?
A copy of this question can be found on Cross Validated:
https://stats.stackexchange.com/questions/645610
I am estimating a system of seemingly unrelated regressions (SUR) with
`gmm::sysGmm` in R. Each of the equations has one unique regressor and one
common regressor. The common regressor is a dummy variable indicating the
last observation (n-1 zeros followed by 1). I impose a restriction that
2008 Sep 27
1
Problem to male an Index in looping
Hi,
I am trying to use (i) as an index but R considers it as a function and not
as text. To be more specific I would like for example to estimate some
regressions named qrnox1, qrnox2, qrnox3,..... and so on. But when I am
using qrnox(i) ot qrnox[i] it tries to find the ith element of vector qrnox.
The thing is that I want to estimate the qrnoxi regression and not the
qrnox(i) function or
2004 Dec 09
1
System is computationally singular?
Hi all,
I was using the Newton-Raphson method to estimate paremeters in the model developed by my supervisor. However, when I interatively computed theta(t+1)=theta(t) - solve(H)*s (where the Hessian matrix and score vector were explicitely derived), I got the error message: Error in solve.default(H) : system is computationally singular: reciprocal condition number = 1.70568e-032. Assume my score
2009 Nov 18
2
Error "system is computationally singular" by using function dmvnorm
Dear R users,
i try to use function dmvnorm(x, mean, sigma, log=FALSE)
from R package mvtnorm to calculate the probability of x
under the multivariate normal distribution with mean equal
to mean and covariance matrix sigma.
I become the following
Error in solve.default(cov, ...) :
system is computationally singular: reciprocal condition
number = 1.81093e-19
What could be the reason of it?
2013 Jan 13
1
R error: system is computationally singular when building GMM model
Dear,
I built the generalized method of moments model to estimate the sales rank
in the bookstore using plm package in R.
The equation is:
data1.gmm <- pgmm(dynformula(lnsales_rank ~ ln_price + avg_ham_rate +
avg_spam_rate + num_of_ham+ num_of_spam + ship_code2 +ship_code3
+ship_code4+ ship_code5+ ship_code6 + ship_ code7, lag = list(0, 0, 0,
0,0,0,0,0,0,0,0,0), log =FALSE), data=data,
2011 May 27
0
System is computationally singular error for plm random effects models
Dear all,
I am using the plm package for both fixed and random effects models on my
country-year panel data. However, for some of the random effects models I
get the following error:
Error in solve.default(OM) :
system is computationally singular: reciprocal condition number =
1.78233e-18
The same models work fine for fixed effects. I have also noticed that once I
remove some of my variables
2012 Feb 21
1
System is computationally singular error when using cholesky decompostion in MCMC
Hello Everyone
I have a MCMC loop to calculate a time varying hierarchical Bayesian
structure.
This requires me to use around 5-6 matrix inversions in the loop.
I use cholesky and chol2inv for the matrix decomposition.
Because of the data I am working with I am required to invert a 167 by 167
matrix twice in one iteration.
I need to run the iteration for 10000 times, but I get the error
2006 Jan 10
1
glmmPQL / "system is computationally singular"
Hi,
I'm having trouble with glmmPQL from the MASS package.
I'm trying to fit a model with a binary response variable, two fixed
and two random variables (nested), with a sample of about 200,000
data points.
Unfortunately, I'm getting an error message that is difficult to
understand without knowing the internals of the glmmPQL function.
> model <- glmmPQL(primed ~
2009 May 01
1
computationally singular and lack of variance parameters in SEM
Hi all,
I am trying to set up a simple path analysis in the SEM package, but I am
having some trouble. I keep getting the following error message or
something similar with my model, and I'm not sure what I'm doing wrong:
Error in solve.default(C) :
system is computationally singular: reciprocal condition number =
2.2449e-20
In addition: Warning message:
In sem.default(ram = ram, S = S,
2008 Sep 12
1
Error in solve.default(Hessian) : system is computationally singular
Hello everyone,
I'm trying to estimate the parameters of the returns series attached using the GARCH code below, but I get the following error message:
Error in solve.default(Hessian) :
system is computationally singular: reciprocal condition number = 0
Error in diag(solve(Hessian)) :
error in evaluating the argument 'x' in selecting a method for function 'diag'
Can