problem checking rank of a matrix

Hello,

during an optimization of a function I simulate a matrix xx and a matrix yy. The dimensions are n times 3 for xx and n times 1 for yy. Subsequently I want to run the regression yy=beta*xx+e by using the backslash operator.

However in some cases I get the warning:

{Warning: Rank deficient, rank = 2,  tol =   1.1852e-013.}

To avoid this I implemented an if-loop that forbids the computer to run the regression if rank(xx)<3. However this does not work. There are cases where Matlab runs the regression nevertheless and displays the warning.

Do you have any idea how to solve the problem?

[Walter Roberson]

There is no such thing as an if loop.

[the cyclist]

It is difficult to diagnose code errors without seeing the code. Are you able to post your code?

[Sean de Wolski]

The day no if loop survived!

[HansWurst]

I added the code below

Answer 1

[HansWurst]

Here is the code with alphahat and betahat as regression parameters:

if  rank(xx)<3
                     alphahat = 0;
                     betahat = 0;
 else                        
                    beis = xx\yy;
                    alphahat = -2*beis(3);
                    alphahat(alphahat<0)=0; 
                    betahat  =  beis(2);
end