[Date Index] [Thread Index] [Author Index]

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