[英]Error "system is computationally singular" when trying to run panel data regression
I'm using plm
package to run a twoways within panel regression with a unbalanced data set .我正在使用
plm
package 在面板回归中使用不平衡数据集运行双向。 I already read about this error but didn't figure out how to solve this problem:我已经阅读了有关此错误的信息,但没有弄清楚如何解决此问题:
Error in solve.default(vcov(x)[names(coefs_wo_int), names(coefs_wo_int)], :
system is computationally singular: reciprocal condition number = 4.98421e-17
I use 5 independent variables.我使用 5 个自变量。 3 of them are very large numbers, the other 2 are ratios.
其中 3 个是非常大的数字,另外 2 个是比率。 Previously, I used the log of the 3 independent variables (x2, x4 and x5)and it worked perfectly without any error messages.
以前,我使用了 3 个自变量(x2、x4 和 x5)的日志,它运行良好,没有任何错误消息。 Is it possible that it might be due to Multicollinearity and should I actually use the logarithm data set?
是否有可能是由于多重共线性,我应该实际使用对数数据集吗?
fixednormal <- plm(ROA ~ x1 + x2 + x3 + x4 + x5, data=dataset4, model="within", effect="twoways")
fixef(fixednormal, effect="time")
summary(fixednormal)
Changing the unit as a workaround solved the problem.更改单位作为解决方法解决了问题。
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