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st: determinant of correlation matrix


From   Fabio Zona <[email protected]>
To   [email protected]
Subject   st: determinant of correlation matrix
Date   Sat, 4 Jun 2011 17:57:18 +0200 (CEST)

Hi
is there an accepted threshold for the value of the determinant of correlation matrix, to say that a collinarity problem exists (or not exists) ?
And for the  Eigenvalues?

Thanks
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