[R] meaning of error message about collinearity

[Peter Flom]

Adaikalavan Ramasamy wrote asking about a collinearity problem where he had 40 cases and 80 variables.

Andy Liaw replied (in part)
>>>If you really have to discrinimate 40 data points with 80 variables, >>>use methods that do not rely on the estimation of covariance matrix.


My reply

I am curious as to how this could be meaningfully done.  I would have thought that having more variables than data points would be a problem with ANY technique, but I am eager to be enlightened about ways to do this.




Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
New York, NY 10010
(212) 845-4485 (voice)
(917) 438-0894 (fax)


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