Hi, can you tell me how should I obtain eigenvalues?
I am using table 2.1, I estimate equation
lnoutput c lncapital lnlabor
and I obtain these results
Gujarati's books says that I should get maximum value of 187.5269 and the lowest eigenvalue of 3.786.
can you give me instructions how to get the mentioned eigenvalue numbers.
Thanks
Calculating eigenvalues
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Calculating eigenvalues
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Re: Calculating eigenvalues
Can you offer a full reference for the Gujarati result?
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Re: Calculating eigenvalues
if you mean on the book name, it is Basic Econometrics, 5th international edition, page 358. I want to calculate condition number k, in order to check multicolinearity...
it says, for the example in 7A.5....
it says, for the example in 7A.5....
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- Non-normality and collinearity are NOT problems!
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Re: Calculating eigenvalues
As an aside, why do you want to check for multicollinearity?
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Re: Calculating eigenvalues
in order just to learn how to use E-views..
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Re: Calculating eigenvalues
Can't argue with that!
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Re: Calculating eigenvalues
We don't have Gujarati 5th edition here. Can you provide additional detail/data on App. 7A5.
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Re: Calculating eigenvalues
Sure. I have these two pages.. on the start there is a file. I want to obtain eigenvalues, in order to get k, which tells me about multicolinearity.
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Re: Calculating eigenvalues
I'm afraid I'm going to need more than that. I hunted around and couldn't find the data associated with this example.
Do you have the data that you used in the example? And a more complete description of the eigenvalue computation that you are trying to match?
[Edit: I didn't notice that the Excel file you posted matches the first columns of the data. The variable names are different between the two. So I can match the equation results, but that doesn't change the fact that I'm still not sure what eigenvalue calculation is being performed. ]
Do you have the data that you used in the example? And a more complete description of the eigenvalue computation that you are trying to match?
[Edit: I didn't notice that the Excel file you posted matches the first columns of the data. The variable names are different between the two. So I can match the equation results, but that doesn't change the fact that I'm still not sure what eigenvalue calculation is being performed. ]
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