Hi,
What do you mean by outer product?
If you have two vectors, say x and y, of lenght n and you define matrix A by
A(i,j) = x(i)*y(j) then your matrix has rank one and it is VERY singular (in
exact arithmetics).
Is this is what you mean by outer product?
--- On Sun, 16/8/09, Stephan Lindner <lindn...@umich.edu> wrote:
> From: Stephan Lindner <lindn...@umich.edu>
> Subject: [R] System is computationally singular and scale of covariates
> To: r-h...@stat.math.ethz.ch
> Received: Sunday, 16 August, 2009, 9:15 AM
> Dear all,
>
>
> I'm running a self-written numerical optimization routine
> (hazard
> model) which includes computing the inverse of the outer
> product of
> the score. I have been getting the above error message
> ("System is
> computationally singular"), and after some tweaking, I
> realized that
> these variables have some high numbers and the problem
> could be
> circumvented by scaling them down (i.e. dividing them by
> 100 or taking
> log).
>
> Since this is obviously not the best procedure, and since I
> have to
> estimate more complex models down the rode, I would like to
> understand
> better the reason which causes this problem. It is not a
> multicollinearity issue (I get the error even when using
> one single
> variable), and I think my code is clean (better be
> paranoid
> though). My sense is that the outer product just becomes
> large, and
> these are hard to invert. Maybe there are restrictions
> concering R in
> the size of the numbers? If that is the case, I think I
> would fare
> better scaling down the outer product rather than the
> variable itself,
> but I first wanted to ask the community to get and
> understanding of
> what could be the problem.
>
>
> Thanks a lot,
>
>
>
> Stephan Lindner
>
>
>
>
>
>
>
>
> --
> -----------------------
> Stephan Lindner
> University of Michigan
>
> ______________________________________________
> R-help@r-project.org
> mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained,
> reproducible code.
>
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
