Re: st: 'Normal' condition number vs GLAMM condition number

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 08:34 AM 9/1/2006, you wrote:
> 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?
I don't know, but if you want a tie-breaker you might try -collin- 
and -coldiag2-, both of which will compute condition numbers, and, I 
believe, give you different options for how to do it.  It may depend 
on whether variables are being standardized first.


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Richard Williams, Notre Dame Dept of Sociology
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