|Date: ||Fri, 27 Jun 1997 14:59:25 -0400|
|Sender: ||"SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>|
|Subject: ||Singular Matrix Problem|
Sorry in advance if this is a "statistics" question vs. a SAS question but I
am desperate for some help.
I am doing an analysis using several continuous and discrete variables. I am
using Proc GLM with the /solution option to get the beta estimates. I get a
note that says" The X'X matrix has been found to be singular and a generalized
inverse was used to solve the normal equations. Estimates ... are biased and
are not unique estimates of the parameters."
I understand what it is saying but, and here's the SAS question: What can I do
to "fix" this problem? I did a correlation analysis but there does not appear
to be any significant correlation between the variables in the model. Can
anyone help me with this?
While I'm abusing this group, can anyone tell me the "best" way to calculate
the Beta Coefficients? Is it better to calculate them with all variables in
the model or alone?
Thanks in advance.