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From: Michele Costola on 31 Oct 2009 05:56
Hi everybody,
I'm doing regression on my y with x serie with 15 lag, so I have 17 column (const+1+15) in my x. When I start the regression I get this error:

Warning: X is rank deficient to within machine precision.
> In regress at 82

I tried to search on the newsreader but I don't really understand what could be the problem and how to solve it.
Thank you for your support,
Michele
From: Peter Perkins on 2 Nov 2009 08:26
Michele Costola wrote:
> Hi everybody,
> I'm doing regression on my y with x serie with 15 lag, so I have 17 column (const+1+15) in my x. When I start the regression I get this error:
>
> Warning: X is rank deficient to within machine precision.
>> In regress at 82

Most likely you have too many predictor variables, and too few observations. As an alaogy, imagine trying to fit a cubic polynomial regression with only two observations. REGRESS will make a choise about which coefficients to set to zero, but it can't possibly know what you really want.

Hope this helps.
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