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st: condition numbers

From   "Elizabeth Whiting" <[email protected]>
To   [email protected]
Subject   st: condition numbers
Date   Fri, 1 Jul 2005 11:07:20 +0100


I am currently running some analysis using gllamm. I have quite a big
dataset (160,000 cases), about 10 individual explanatory variables and
several area level explanatory variables.

What I am concerned about is the condition number. It says in the manual
that a large condition number might indicate a poorly fitting model (but on
the hand it might not). As soon as I add the level two explanatory
variables the condition number increases substantially, in some cases up to
about 500. Is this a serious problem? Does anyone know how I might overcome

I have checked all the variables for collinearity, and those which are
collinear have not been entered into the same model, but instead have been
used separately. Is this large condition number something I should be
concerned about?

I would be grateful for any advice



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