eigenstructure table in linear model fit
- To: mathgroup at smc.vnet.net
- Subject: [mg115761] eigenstructure table in linear model fit
- From: richard i pelletier <bitbucket at comcast.net>
- Date: Thu, 20 Jan 2011 06:28:41 -0500 (EST)
Hi, Can anyone tell me how the eigenstructure table, a property of linear model fit, is computed? I can't find the details of the computation in the documentation. Furthermore, the documentation seems wrong. It is an easy verification that the eigenvalues listed in the eigenstructure table are those of the _data_ correlation matrix, rather than of the _parameter_ correlation matrix. (I used the well-known Hald data.) Or am I making a foolish mistake? Thanks, rip -- email address is r i p 1 AT c o m c a s t DOT n e t