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06-18-2018 10:44 PM

I am running PROC GLM for the fixed effects regression of variable &depVar. over independent variables &indVar., while controlling for fixed effects for the geographic variation HRR_x_Year. Both ways, the results must be equivalent; however, in first case it complains about a singularity and R-square jumps to 0.84, where as in later case the R-square due to HRR_x_Year only changes about 0.06.Is the implementation different intrinsically.

PROC GLM DATA=WORK.MODEL2;

absorb HRR_x_Year;

model &depVar.= &indVar. / SS3 SOLUTION ;

run;

"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."

PROC GLM DATA=WORK.MODEL2;

Class HRR_x_Year;

model &depVar.= &indVar. HRR_x_Year / SS3 SOLUTION ;

run;

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Posted in reply to Saraja

3 weeks ago

Is it possible that you have reversed the order of the two procedure calls?

The message

Note: | The X'X matrix has been found to be singular... |

is displayed when you use CLASS variables and you use the SOLUTION option to request the parameter estimates. The NOTE reminds you that the GLM parameterization of classification effects is a singular parameterization and therefore the last level of the classification variable will be set to zero.