Re: [Gretl-users] Error output of the switching algorithm

On Mon, 16 Jul 2012, artur tarassow wrote: > I am trying to estimate a few restricted VECMs, but the estimation does > fail quite often using the default switching algorithm. Actually, I just > would like to know to what exactly does the following error message refer > to: > > "Switching algorithm: failed > Exact or near collinearity encountered" > > I could not find any hints in the C-sources. Are the restrictions collinear > or is it the high correlation between variables? There's a huge amount of matrix computation, including lots of inversions, in the switching algorithm. Somewhere along the line some matrix can't be inverted; and the message you're getting means that the error code, presumably from a function in gretl_matrix.c, was E_SINGULAR. Without putting in a lot of debugging statements I can't say exactly which matrix/function-call combination is generating the error. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users