Having Trouble Using The collintest!

>> collintest(Q)

Error using svd

Input to SVD must not contain NaN or Inf.

Error in collintest (line 254)

[~,S,V] = svd(XS,0);

Can anyone help with this error? I am trying to use the collintest with lagged values of CPI data. Also, how do I include the constant in the matrix and therefore compute the Belsley collinearity diagnostics? Thanks in advance for any help you can give!

Answer 1

[Ashwin]

The error that occurred was due to the presence of a NaN or Inf value in the matrix, and since the svd function within collintest cannot handle that, one approach to take to solving that is presented in a similar solution below:

https://www.mathworks.com/matlabcentral/answers/352193-weighted-pca-throws-error-input-to-svd-must-not-contain-nan-or-inf

As for the second part of the question, not sure what you mean by including the constant in the matrix, but this link should help you understand the function and should hopefully help you with the second part as well.

https://www.mathworks.com/help/econ/collintest.html#bucjrw5