BUG: detect singularity for micro moment covariances, not part covari…

…ances
jeffgortmaker · Aug 18, 2022 · 7c168b5 · 7c168b5
1 parent dddd140
commit 7c168b5
Showing 1 changed file with 1 addition and 3 deletions.
diff --git a/pyblp/economies/problem.py b/pyblp/economies/problem.py
@@ -928,12 +928,10 @@ def market_factory(
                         # fill the lower triangle
                         lower_indices = np.tril_indices(moments.PM, -1)
                         parts_covariances[lower_indices] = parts_covariances.T[lower_indices]
-                        self._detect_singularity(
-                            parts_covariances, "the estimated covariance matrix of micro moment parts"
-                        )
 
                         # compute micro moment covariances with the delta method
                         micro_covariances = micro_gradients @ parts_covariances @ micro_gradients.T
+                        self._detect_singularity(micro_covariances, "the estimated covariance matrix of micro moments")
 
                     # detect collinearity between micro moment parts
                     if detect_micro_collinearity: