Linear regression returns NaN for one of five regressors
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Commented: Sascha Frölich on 19 May 2022
I am trying to perform a linear regression model in MATLAB R2019a on the data as attached using the following command:
lm = fitlm(x,y)
The regression works fine for all but one regressor (see below). There is no linear dependence in the design matrix, although I do get the warning "Regression design matrix is rank deficient to within machine precision." I don't understand where this warning comes from. What's wrong? Any help is greatly appreciated!
Linear regression model:
y ~ 1 + x1 + x2 + x3 + x4 + x5
Estimate SE tStat pValue
________ ______ _______ ___________
(Intercept) 414.36 3.703 111.9 1.0822e-300
x1 2.2506 4.244 0.5303 0.5962
x2 -48.916 5.0516 -9.6833 4.9268e-20
x3 -43.883 5.0516 -8.687 1.0056e-16
x4 0 0 NaN NaN
x5 -46.96 5.0516 -9.2961 1.0126e-18
Torsten on 19 May 2022
Adding columns 2,3,4 and 5 shows that the rank of the matrix
will be the same as the rank of x, namely 5, not 6.
Thus you can work with intercept, but you must drop one of the independent variables x2, x3, x4 or x5.
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