相关疑难解决方法(0)

在Python中建模时检测多线性或具有线性组合的列:LinAlgError

我正在为具有34个因变量的logit模型建模数据,并且它继续抛出奇异矩阵误差,如下所示:

Traceback (most recent call last):
  File "<pyshell#1116>", line 1, in <module>
    test_scores  = smf.Logit(m['event'], train_cols,missing='drop').fit()
  File "/usr/local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-i686.egg/statsmodels/discrete/discrete_model.py", line 1186, in fit
    disp=disp, callback=callback, **kwargs)
  File "/usr/local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-i686.egg/statsmodels/discrete/discrete_model.py", line 164, in fit
    disp=disp, callback=callback, **kwargs)
  File "/usr/local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-i686.egg/statsmodels/base/model.py", line 357, in fit
    hess=hess)
  File "/usr/local/lib/python2.7/site-packages/statsmodels-0.5.0-py2.7-linux-i686.egg/statsmodels/base/model.py", line 405, in _fit_mle_newton
    newparams = oldparams - np.dot(np.linalg.inv(H),
  File "/usr/local/lib/python2.7/site-packages/numpy/linalg/linalg.py", line 445, in inv
    return wrap(solve(a, identity(a.shape[0], dtype=a.dtype)))
  File "/usr/local/lib/python2.7/site-packages/numpy/linalg/linalg.py", line 328, in solve
    raise LinAlgError, 'Singular matrix'
LinAlgError: Singular matrix

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当我对这种方法进行简化以将矩阵减少到其独立列时就是这样