[R] lm predict warning: "prediction from a rank-deficient fit may be misleading"

[José Augusto M. de Andrade Junior]

Hi all,

I´m getting this warning with predict form lm.fit model, but the
prediction still works.

I have read some old messages, and Prof. Ripley said that the matrix
is collinear.

Interestingly,  when i make a regression like lag2 ~ lag1 + lag0 i do
not get this message. Only with higher dimensions, like lag3 ~ lag2 +
lag1 + lag0.
It´s difficult to me to debug, because the regression is done with 45
or more points. Any suggestion?

I used SVD matrix to reduce the space dimensionality and it works
fine, but i want to make lm and rlm work too.

Thanks for your attention.

José Augusto M. de Andrade Jr.

Undergraduate Student
Business Administration
University of São Paulo