If collinearity exists, one of the solutions is regulazation version of regression. There are different types of regularization method. like Ridge, LASSO, elastic net etc. For example, in MASS package you can get ridge regression.
Alex On Thu, Feb 26, 2009 at 1:58 PM, Bob Gotwals <gotw...@ncssm.edu> wrote: > R friends, > > In a matrix of 1s and 0s, I'm getting a singularity error. Any helpful > ideas? > > lm(formula = activity ~ metaF + metaCl + metaBr + metaI + metaMe + > paraF + paraCl + paraBr + paraI + paraMe) > > Residuals: > Min 1Q Median 3Q Max > -4.573e-01 -7.884e-02 3.469e-17 6.616e-02 2.427e-01 > > Coefficients: (1 not defined because of singularities) > Estimate Std. Error t value Pr(>|t|) > (Intercept) 7.9173 0.1129 70.135 < 2e-16 *** > metaF -0.3973 0.2339 -1.698 0.115172 > metaCl NA NA NA NA > metaBr 0.3454 0.1149 3.007 0.010929 * > metaI 0.4827 0.2339 2.063 0.061404 . > metaMe 0.3654 0.1149 3.181 0.007909 ** > paraF 0.7675 0.1449 5.298 0.000189 *** > paraCl 0.3400 0.1449 2.347 0.036925 * > paraBr 1.0200 0.1449 7.040 1.36e-05 *** > paraI 1.3327 0.2339 5.697 9.96e-05 *** > paraMe 1.2191 0.1573 7.751 5.19e-06 *** > --- > Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1 > > Residual standard error: 0.2049 on 12 degrees of freedom > Multiple R-squared: 0.9257, Adjusted R-squared: 0.8699 > F-statistic: 16.61 on 9 and 12 DF, p-value: 1.811e-05 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
