大家好,我是gauss初学者。
用gauss做OSL的时候,该行命令如下:
{ vnam,m,b,stb,vc,stderr,sigma,cx,rsq,resid,dwstat } = ols("CARP.dat","CAR","DealSize"|"DealSize2"|"Astatus"| "TpublicD" | "Tnation" |"SharesAcquired"| "CashOnly" | "Attitude" | "NBidder");
报错是:covariance matrix of independent variables is singular.
始终没有解决,求教大家。非常感谢!!!