用EVIEWS做非线性最小二乘法,可是出错 WARNING: Singular covariance - coefficients are not unique ,下面是结果,可能是初始值设置的问题,请问有坛友知道怎么解决这个问题吗?谢谢呢
Dependent Variable: Q
Method: Least Squares
Date: 12/16/17 Time: 15:20
Sample: 2000 2016
Included observations: 17
Estimation settings: tol= 0.00010
Initial Values: C(1)=-0.06595, C(2)=1.55361, C(3)=-0.55389, C(4)=0.21522,
C(5)=-0.47730, C(6)=0.08613, C(7)=128.727
Convergence achieved after 8 iterations
WARNING: Singular covariance - coefficients are not unique
Q=(C(1)*P+C(2)*VALUE+C(3)*INCOME+C(4)*INVEST+C(5)*WAGE+C(6)
*COST+C(7)-ABS(C(1)*P+C(2)*VALUE+C(3)*INCOME-C(4)*INVEST
+C(5)*WAGE+C(6)*COST+C(7)))/2
Coefficient Std. Error t-Statistic Prob.
C(1) -0.086497 NA NA NA
C(2) 1.303717 NA NA NA
C(3) 0.752247 NA NA NA
C(4) 0.998239 NA NA NA
C(5) 0.059148 NA NA NA
C(6) -1.181324 NA NA NA
C(7) 10.98254 NA NA NA
R-squared 0.977784 Mean dependent var 141.5658
Adjusted R-squared 0.964454 S.D. dependent var 26.34948
S.E. of regression 4.967860 Akaike info criterion 6.336757
Sum squared resid 246.7963 Schwarz criterion 6.679844
Log likelihood -46.86243 Hannan-Quinn criter. 6.370860
Durbin-Watson stat 2.940633