[求助]两阶段最小二乘回归的过程中出现 near singular matrix 问题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

两阶段最小二乘回归的过程中出现  near singular matrix  问题

是什么意思呢？  怎么解决？

望高手解答，谢谢。

回归公式如下：

num_firms=c(8)+c(9)*owner_ent+c(10)*owner_ent*owner_ent+c(11)*ent_commit+c(12)*ent_age+c(13)*mgr_edu

owner_ent=c(1)+c(2)*ent_commit+c(3)*mgr_exp+c(4)*ent_age+c(5)*mgr_edu

inst ent_commit mgr_exp ent_age mgr_edu

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：singular matrix near 最小二乘 ING matrix singular near 最小二乘

EViews will issue an error message “Near singular matrix.” When you get this error message, you should check to see whether the regressors are exactly collinear. The regressors are exactly collinear if one regressor can be written as
a linear combination of the other regressors. Under exact collinearity, the regressor matrix does not have full column rank and the OLS estimator cannot be computed. In this case, simply drop either the constant term or one of the dummy variables.

就是你的变量中存在多重共线。

多谢版主！