[R] Singularity problem

[David Winsemius]

On Jan 8, 2010, at 4:50 PM, Moohwan Kim wrote:

> Dear R family
>
> I have a problem with invertibility in a matrix.
>
> m1 <- ar(x, method='mle')
>
> Error in solve.default(res$hessian * length(x)) :
>  Lapack routine dgesv: system is exactly singular
>
> How could I avoid this problem?
>

Take out the collinear terms.


David Winsemius, MD
Heritage Laboratories
West Hartford, CT