[R] R] Error message "cs_lu(A) failed: near-singular A (or out of memory)"
jdnewmil at dcn.davis.ca.us
Mon Jun 5 18:40:57 CEST 2017
This appears to be a case of insufficient understanding of statistics, which is not on topic for r-help. Look at how well the per-firm models would work... my guess is that some of the firms have insufficient data for useful analysis. If that is not it, consider providing a more concrete example on stats.stackexchange.com.
Sent from my phone. Please excuse my brevity.
On June 5, 2017 3:14:59 AM PDT, "Keilhacker, Michael" <michael.keilhacker at tum.de> wrote:
>thank you very much upfront for your time that you invest in answering
>I'm using your systemfit R package to analyze if companies risk
>appetite has a relationship to their performance and how it evolves
>over time. We collected data for ca. 80 companies, from 6 segments over
>15 years that gives us a final data set with 1,312 firm-year
>observations. We have set up 3 equations (based on existing SEM from
>literature) and experience the following:
>- The systemfit package performs well when using no dummy variables
>(e.g. for year, segment, firm)
>- When adding dummy variables (year / segment) the systemfit package
>still provides results; however, if we remove the segment dummy
>variable and add a firm dummy variable we experience the error message:
>"cs_lu(A) failed: near-singular A (or out of memory)"
>- We also tested the systemfit package with firm and year dummy
>variable using a sub-sample of our data (ca. 10 companies) and the
>package worked without any error messages
>- Afterwards we tested the systemfit package using a server (64 gb ram,
>16 core,...) by applying the systemfit package again on the final data
>set. However, we experienced again the same error message.
>We use R 3.3.2 and the systemfit package 1.1-20.
>I would be very grateful if you could support us anyhow and give us a
>hint how we could solve the situation.
>Thanks again for your help.
>Warm Regards from Munich,
>Michael Keilhacker, MBA, M.A.
>Logistics and Supply Chain Management
>Technische Universit�t M�nchen � TUM School of Management
>Arcisstra�e 21 � 80333 M�nchen �
>michael.keilhacker at tum.de<mailto:christian.mandl at tum.de>
> [[alternative HTML version deleted]]
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