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CNDNMB3: Stata module to calculate condition number of regressor matrix

Author

Listed:
  • Michael Blasnik

Programming Language

Stata

Abstract

cndnmb3 calculates the maximal condition number of a matrix of regressors. This statistic (the ratio of largest to smallest eigenvalue) is an unbounded measure of collinearity, or ill-conditioning, in the data, as described by Belsley, Conditioning Diagnostics, 1991.

Suggested Citation

  • Michael Blasnik, 1998. "CNDNMB3: Stata module to calculate condition number of regressor matrix," Statistical Software Components S350601, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s350601
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    File URL: http://fmwww.bc.edu/repec/bocode/c/cndnmb3.ado
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    Keywords

    Stata;

    Statistics

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