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Re: st: collin for reg diagnostics and eigenvalue #'s

From   "Philip Ender" <[email protected]>
To   [email protected]
Subject   Re: st: collin for reg diagnostics and eigenvalue #'s
Date   Tue, 30 Sep 2008 11:38:00 -0700


I don't believe that the eigenvalues are associated with any
particular variable in the way the the VIF or Tolerance are.  These
are just the five eigenvalues of the sums of squares and cross product
matrix that includes the constant term.

Phil Ender
Statistical Consulting Group
UCLA  Academic Technology Services


Markus Schafer wrote:

Using the -collin- command, which eigenvalue # corresponds with the constant?

E.g., I use 4 variables after -collin- and get 5 eigenvalues. Is the constant
the 1st eigenvalue or the 5th one?

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