On 8/21/07, Mirko <[email protected]> wrote:
> As a follow up, I am not sure, but I don't think that in this material
> there is an explanation on how the condition number is actually
> computed.
That's the ratio of the largest to the smallest eigenvalues of the
covariance matrix of the parameter estimates, I think.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/