On Jan 18, 2004, at 2:33 AM, Richard wrote:
Now, I've read that there are different ways of computing the
eigenvalues
and condition indices; can anybody offer any insights as to what should
generally be preferred or when you should prefer one approach over
another?
Read the Belsley and Welsch book (or the earlier Belsley, Welsch and
Kuh) cited in the Stata manual (and in most textbooks in their
discussion of collinearity issues).
Kit
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