Dear Allin, thanks for your reply.

I just run the script in the command line. The message I obtain there is:

"gretl_cholesky_decomp_solve: rcond = 9.99713e-07 (info = 0)
cholesky decomp failed in update_phi"

Unfortunately, I am not sure how to obtain more debugging information at this stage.

Best,
Artur

2012/7/16 Allin Cottrell <cottrell@wfu.edu>
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

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