Timeline for Getting 'system is computationally singular' error even after drop variables with high autocorrelation in Panel Var
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Feb 16, 2023 at 20:34 | comment | added | whuber♦ | The first part of this answer doesn't look relevant: the problems don't stem from correlation among rows (observations), but among columns (variables). The error message basically says yes, some linear combination of the columns used in the model is zero. | |
| Feb 16, 2022 at 13:41 | comment | added | Lucas | The data can be accessed in the link post in the question. If anyone is curious, I was able to run this model in Stata using panelvar package | |
| Feb 16, 2022 at 7:10 | history | answered | shf8888 | CC BY-SA 4.0 |