Hi, I'm receiving this warning in Dynare 4.2.1:
MH: I'm computing the posterior mean and covariance... Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 9.491241e-17.
> In compute_mh_covariance_matrix at 74
In marginal_density at 50
In dynare_estimation_1 at 889
In dynare_estimation at 62
In soe at 394
In dynare at 132
And also:
MH: The support of the weighting density function is not large enough...
MH: I increase the variance of this distribution.
...
MH: There's probably a problem with the modified harmonic mean estimator.
Can somebody please explain what this means and what I can do about it?
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Warning: Matrix close to singular or badly scaled
by ThermoStat » Sat Apr 07, 2012 1:30 pm
Last edited by ThermoStat on Sat Apr 07, 2012 1:44 pm, edited 1 time in total.
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Re: Warning: Matrix close to singular or badly scaled
by ThermoStat » Sat Apr 07, 2012 1:42 pm
After the estimation results, it also says: Log data density is -Inf
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Re: Warning: Matrix close to singular or badly scaled
by jpfeifer » Wed Apr 18, 2012 7:20 pm
Please post the mod and data-files
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