Making sense of the NOTE: "The X'X matrix has been found to be singular..."

Rick_SAS — Sun, 02 Dec 2018 20:58:31 GMT

When you use PROC GLM in SAS and include a CLASS variable in a regression model, you might notice that the output contains the following scary-looking note:

Note: The X'X matrix has been found to be singular, and a generalized inverse 
      was used to solve the normal equations. Terms whose estimates are 
      followed by the letter 'B' are not uniquely estimable.

In spite of the ominous note, nothing is wrong. The note merely tells you that the GLM procedure has computed one particular estimate for the regression parameters; other estimates also exist. For more information about what the note means and how to interpret the results, see the article "Singular parameterizations, generalized inverses, and regression estimates."

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Making sense of the NOTE: "The X'X matrix has been found to be singular..."