Dear adschai, > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > Sent: Monday, April 09, 2007 7:33 PM > To: John Fox > Cc: [email protected] > Subject: Re: RE: [R] Dealing with large nominal predictor in > sem package > > Hi John, > > Thank you. I think (2) from your explanation hits the right > point. The reason is that when I made my own dummy variables > and my original nominal variable has 10 possible values, it > makes each each observed exogeneous variable vector of mine > has 9 zeros and 1 one value. And I have about 400000 > observations. So it will make the matrix almost zero. >
I'm afraid that I don't follow that, unless you're saying that some of the levels of the factor have very few observations in them. > One more question. If I have a nominal response, I guess the > tsls would no longer work. How can I go around with this? If the response is ordinal, then you can use sem() with polyserial/polychoric correlations. Otherwise, the sem package won't handle it. > Says, I have 3 equations in my structure model whose > responses are continuous whereas another one has multinominal > response. Thank you so much. > As I said, neither tsls() nor sem() will handle an unordered response. John > - adschai > > ----- Original Message ----- > From: John Fox > Date: Monday, April 9, 2007 8:04 am > Subject: RE: [R] Dealing with large nominal predictor in sem package > To: [EMAIL PROTECTED] > Cc: [email protected] > > > 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.
