Programming the statistical procedures from SAS

WARNING: The covariance across equations

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Frequent Contributor
Posts: 118

WARNING: The covariance across equations

hello,

I have this warning. How can I resolve the problem?

WARNING: The covariance across equations (the S matrix) is singular. A generalized inverse was

         computed by setting to zero the part of the S matrix for the following 9 equations

         whose residuals are linearly dependent with residuals from earlier equations: aone atwo

         athree afour afive asix anine aten power

Trusted Advisor
Posts: 1,195

Re: WARNING: The covariance across equations

Not sure, what type of analysis is this, but most likely this is a problem of multicollinearity.


Respected Advisor
Posts: 2,655

Re: WARNING: The covariance across equations

It is exact collinearity, in that one of the variables is a linear combination of some the others.  That is why a generalized inverse is used.  You have two choices--accept the GI approach (my preference) or reparameterize your model.

Steve Denham

New Contributor
Posts: 2

Re: WARNING: The covariance across equations (the S matrix) is singular...

Hi Steve,

I also got a similar message as the other member (SASPHD) above.

Can you kindly provide a syntax on how to correct for singularity using the IV approach in a source-differentiated AIDS model?

Thanks.

Patrick

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