Maximizing observations from Sparse matrices

[Terry Reedy]

<PoulsenL at capanalysis.com> wrote in message
news:mailman.1026771383.3938.python-list at python.org...
> I am running a regression that gathers its data from a panel dataset
> (cross-sectional time series).  Because the dataset is sparse I must
> sometimes either drop cross-sections or variables or some
combination of the
> two to avoid a singular matrix.  A quick, extremely simplified
example:

Analyszing data matrices with holes is a notoriously difficult and
messy problem.  Look up 'missing data' in statistics books for others
have done.

TJR