[R] Spatial error model estimation

[Roger Bivand]

On Thu, 22 Feb 2007, Dong GUO wrote:

> Greetings to the list,
> 
> I was trying to estimate spatial error model in R, somehow I got the
> message below. Would you please help me with it? Many thanks in
> advance.
> 
> Error in solve.default(asyvar, tol = tol.solve) :
> 	system is computationally singular: reciprocal condition number = 5.6964e-18

(This refers to function errorsarlm() in package spdep)

Please see ?errorsarlm, the problem is explained there as follows:

tol.solve: the tolerance for detecting linear dependencies in the
          columns of matrices to be inverted - passed to 'solve()'
          (default=1.0e-10). This may be used if necessary to extract
          coefficient standard errors (for instance lowering to 1e-12),
          but errors in 'solve()' may constitute indications of poorly
          scaled variables: if the variables have scales differing much
          from the autoregressive coefficient, the values in this
          matrix may be very different in scale, and inverting such a
          matrix is analytically possible by definition, but
          numerically unstable; rescaling the RHS variables alleviates
          this better than setting tol.solve to a very small value.



> 
> 
> Regards,
> Dong
> 
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-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no