> n<-100
> t<-runif(n,0,1)
> x1<-rnorm(n,5,1)
> x2<-rnorm(n,1,1)
> u1<-rnorm(n,0,1)
> u2<-rnorm(n,0,1)
> e<-rnorm(n,0,1)
> X1<-x1+u1
> X2<-x2+u2
> y1<-0
> for(i in 1:n)
+ {
+   y1[i]<-1+t[i]*t[i]+(X1[i]-u1[i])*sin(t[i])+(X2[i]-x2[i])*exp(t[i])+e[i];
+       }
> X<-X2
> Y<-t(y1)
> I<-diag(n)
> S<-t(X)%*%X
> P<-X%*%solve(S)%*%t(X)
> dn<-t(I)%*%P%*%I+n
> a<-solve(dn)%*%(t(I)%*%(I-P)%*%Y)
Error in solve.default(dn) :
  system is computationally singular: reciprocal condition number = 2.42432e-20
> b<-solve(S)%*%t(X)%*%Y-solve(S)%*%t(X)%*%I%*%a
Error in solve(S) %*% t(X) %*% Y : non-conformable arguments
>
a,b一直报错，求大神指点!!