Dear adschai, It's not possible to know from your description exactly what you're doing, but perhaps the following will help:
(1) I presume that your nominal variable is exogenous, since otherwise it wouldn't be sensible to use 2SLS. (2) You don't have to make your own dummy regressors for a nominal variable; just represent it in the model as a factor as you would, e.g., in lm(). (3) Do you have at least as many instrumental variables (including the dummy regressors) as there are structural coefficients to estimate? If not, the structural equation is underidentified, which will produce the error that you've encountered. I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of > [EMAIL PROTECTED] > Sent: Sunday, April 08, 2007 11:07 PM > To: [email protected] > Subject: [R] Dealing with large nominal predictor in sem package > > Hi, > > I am using tsls function from sem package to estimate a model > which includes large number of data. Among its predictors, it > has a nominal data which has about 10 possible values. So I > expand this parameter into 9-binary-value predictors with the > coefficient of base value equals 0. I also have another > continuous predictor. > > The problem is that, whenever I run the tsls, I will get > 'System is computationally singular' error all the time. I'm > wondering if there is anyway that I can overcome this > problem? Please kindly suggest. Thank you so much in advance. > > - adschai > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] 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. > ______________________________________________ [email protected] 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.
