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

22 vues (au cours des 30 derniers jours)
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?
  3 commentaires
Jie Li
Jie Li le 19 Août 2021
Thank you for looking at my problem. x, y data in the attached csv file.

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Jeff Miller
Jeff Miller le 20 Août 2021
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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