<P>小弟近日在做一个关于股市流动性day-of-the-week effect的检验。新建new equation如下</P>
<P>"LiquidityIndex C MondayDummy TuesdayDummy WednesdayDummy ThursdayDummy FridayDummy"</P>
<P>其中liquidityindex就是流动性指标, MondayDummy。。。。。。FridayDummy是5个dummy variables, MondayDummy中所有周一交易日为1,其余为0;。。。。。。FridayDummy中所有周5交易日为1,其余为0。</P>
<P>可是在运行时,EView说"Near Singular Matrix",小弟是新手,能否麻烦各位大侠告诉我应该怎么解决这个问题?怎么进行多变量的回归?</P>
<P>谢谢!!!</P>