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What does ill-conditioned regression problem alert mean?

jeff_kolton1

Community Trekker

Joined:

Jun 25, 2014

I'm  using Fit Model > Standard Least Squares, Effect Screening using Macros > Factor to Degree (2). and get the following alert:

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Any help to understand and resolve would be greatly appreciated.

1 REPLY
ian_jmp

Staff

Joined:

Jun 23, 2011

The attached (encrypted) script is taken from the book I helped to write: https://www.sas.com/store/books/categories/usage-and-reference/discovering-partial-least-squares-wit... and it shows the effect. As the correlation between X1 and X2 near +1 (or -1), the problem becomes ill-conditioned. So I assume the data you have did not come from a designed experiment, and that you will need to drop some variables if you want to use MLR.