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run glmfit , why get Warning: X is ill conditioned, or the model is overparameterized

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Jie Li
Jie Li 2021 年 8 月 19 日
回答済み: Jeff Miller 2021 年 8 月 20 日
run code for a linear regrssion. X has 5 predictors, Y is one response vector with ordinal values(1 to 5)
b = glmfit(X,Y);
Warning: X is ill conditioned, or the model is overparameterized, and some coefficients are not identifiable. You should use caution in making predictions.
similarly when running b = mnrfit(X, Y);
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 4.607712e-20.
Does anyone know the reason, how to fix the issue?
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回答 (1 件)

Jeff Miller
Jeff Miller 2021 年 8 月 20 日
The problem is that the x1-x5 values sum to 24 in every row. This means that any one of the x's can be predicted from the rest of the x's, which is not allowed in regression models. I suggest you drop one of the x's from the predictor set.

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