我想用两阶段最小二乘法来解联立方程模型，可是模型解不下去了，总是弹出near singular matrix，请问怎么解决！！！
模型的数据是
| | HX1 | HX2 | HX3 | HX4 | HX5 | HX6 | HY1 | HY2 | HS | HF |
2001 | 3.122365 | 6.924809 | 7.224753 | 9.471789 | 10.368 | 10.32521 | 9.788133 | 7.486053 | 5.481888 | 7.323899 |
2002 | 3.077312 | 6.948225 | 7.392032 | 9.454666 | 10.17435 | 10.3672 | 9.865318 | 7.556951 | 5.480222 | 7.332199 |
2003 | 3.194583 | 7.005608 | 7.630461 | 9.420585 | 10.29565 | 10.47678 | 9.940832 | 7.623153 | 5.593596 | 7.375406 |
2004 | 3.303217 | 7.098128 | 7.84659 | 9.466199 | 10.46933 | 10.62868 | 10.00279 | 7.695303 | 5.690022 | 7.420452 |
2005 | 3.284664 | 7.111023 | 7.999679 | 9.533908 | 10.6291 | 10.73196 | 10.04386 | 7.72312 | 5.65003 | 7.54824 |
2006 | 3.360375 | 7.117124 | 8.087333 | 9.618036 | 10.98649 | 10.83187 | 10.07845 | 7.763871 | 5.707442 | 7.807713 |
2007 | 3.407842 | 7.275934 | 8.187855 | 9.711576 | 11.36718 | 10.92513 | 10.10818 | 7.783224 | 5.751938 | 8.079122 |
2008 | 3.462606 | 7.348266 | 8.285009 | 9.745365 | 11.10544 | 10.97669 | 10.16389 | 7.803843 | 5.528238 | 7.927 |
2009 | 3.572346 | 7.322775 | 8.409608 | 9.716706 | 11.18504 | 10.85156 | 10.09823 | 7.651596 | 5.094976 | 7.847372 |
2010 | 3.65842 | 7.427739 | 8.639588 | 9.785672 | 11.29948 | 11.06601 | 10.19549 | 7.770645 | 5.823342 | 7.952263 |
2011 | 3.701302 | 7.564342 | 8.829519 | 9.870551 | 11.39983 | 11.1707 | 10.23077 | 7.799753 | 5.864483 | 8.02188 |
联立方程模型是
hs=c(1)+c(2)*hf+c(3)*hx1+c(4)*hx2+c(5)*hx3+c(6)*hx4+c(7)*hx5+c(8)*hx6+c(9)*hy1+c(10)*hy2
hf=c(11)+c(12)*hs+c(13)*hx1+c(14)*hx2+c(15)*hx3+c(16)*hx4+c(17)*hx5+c(18)*hx6+c(19)*hy1+c(20)*hy2
inst hx1 x2 lnhx3 hx4 hx5 hx6 hy1 hy2
另：我发现eviews软件中按路径quick-estimate euqation，mothod中就有TSLS，我可以直接用来计算么，就是不通过建立联立方程模型
扫码加好友，拉您进群
全部版块
我的主页
收藏
