Re: Calculating a generalized inverse matrix
- From: "David A. Heiser" <dah_box1@xxxxxxxxxxxxx>
- Date: Thu, 15 Nov 2007 10:31:41 -0800
"Ying-Foon Chow" <yfchow.cuhk@xxxxxxxxx> wrote in message
news:1194852307.536039.20920@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
I'd appreciate if someone can tell me if I could find a (generalized)++++++++++++++++++++++++++++++++++++++++++++
inverse matrix of a singular matrix using Excel. Specifically, I have
a square matrix, say 10 by 10, but I know the rank of the matrix is
8.
Still, I need to find its "inverse" in order to construct a statistic.
I think that can be done in many programming languages, but I am not
sure how to do that in Excel (or if that can be done at all). Thanks
in advance.
Regards,
Y. F.
I have read all the responses to your above note. The responses are typical
of the lack of understanding about singularity.
The criteria for any linear operations is linear variable independence. Any
singularity or high colinearity results in computations giving nonsense
values. You have to work with a selected lower rank matrix to estimate any
parameter values.
In your case, do you really want nonsense parameter values? How can you test
for the statistical validity of nonsense values?
Second, Excel provides no capabilities here. The matrix functions won't
work, since a determinant does not exist. PopTools has never been tested for
accuracy. It's an unknown.
David Heiser
.
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