CNDNMB3: Stata module to calculate condition number of regressor matrix

Michael Blasnik ()

Statistical Software Components from Boston College Department of Economics

Abstract: cndnmb3 calculates the maximal condition number of a matrix of regressors. This statistic (the ratio of largest to smallest eigenvalue) is an unbounded measure of collinearity, or ill-conditioning, in the data, as described by Belsley, Conditioning Diagnostics, 1991.

Language: Stata
Date: 1998-07-29
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