[Gretl-users] eigen values

Talha Yalta talhayalta at gmail.com
Mon Feb 18 09:21:40 EST 2008


While preparing the notes for my econometrics class, I noticed that
for Table_10.5.gdt from the Gujarati dataset, Gujarati reports that
the Condition Index is found by SAS as \sqrt{3.0/0.00002422} (the
squareroot of the biggest eigenvalue divided by the smallest)

When I choose from the menu: View--Principal components, I see the
eigen values reported as 2.9720 and 0.0009 (instead of 0.00002422)

Can this be due to an accuracy error?

Regards
Talha


-- 
"Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment." - Benjamin Franklin (1706-1790)
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