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st: 'Normal' condition number vs GLAMM condition number

From   "Diederik van Liere" <[email protected]>
To   <[email protected]>
Subject   st: 'Normal' condition number vs GLAMM condition number
Date   Fri, 1 Sep 2006 15:34:52 +0200

Dear Stata List,

I have a question about condition numbers. When I calculate the condition
number for my models using the add-on package cndnmb3 I get very acceptable
values between 10 and 15. However, when I run the same models in GLAMM I get
condition numbers between 400 and 600. Are these two different types of
condition numbers and if so what is the acceptable range for each type and
how do these two condition numbers differ? Or is one or the other program
(cndnmb3 or GLAMM) calculating incorrectly the condition number? 

Second, is it common practice to report the condition number in the output
table of your models? 

Your help is very much appreciated!

Best regards,

Diederik van Liere

Department of Information and Decision Sciences
RSM / Erasmus University

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