> On 19 Oct 2016, at 17:47 , Mike meyer <1101...@gmx.net> wrote: > Jf(x)'Jf(x) nonsingular, for all x, is a reasonable condition, m>=n is not.
If Jf(x) has more columns than rows, then Jf(x)'Jf(x) is certainly singular. The reverse is not true, but what's wrong with a simple pre-check? What you possibly _could_ argue is that you want a (non-unique) solution even in the singular case. Presumably, that could give you the correct minimum sum of squares, the rank, and a degenerate variance-covariance matrix of the estimated coefficients. That could be useful, either if you just want the minimum or if you need to see the cov. matrix in order to see which parameters are unidentifiable. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
