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Calculating eigenvalues

Posted: Wed Feb 08, 2017 11:19 am
by zelenaboja
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
Image

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

Re: Calculating eigenvalues

Posted: Wed Feb 08, 2017 6:05 pm
by EViews Glenn
Can you offer a full reference for the Gujarati result?

Re: Calculating eigenvalues

Posted: Sat Feb 11, 2017 6:18 am
by zelenaboja
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...
Image

it says, for the example in 7A.5....

Re: Calculating eigenvalues

Posted: Sat Feb 11, 2017 9:29 am
by startz
As an aside, why do you want to check for multicollinearity?

Re: Calculating eigenvalues

Posted: Sun Feb 12, 2017 2:25 am
by zelenaboja
in order just to learn how to use E-views..

Re: Calculating eigenvalues

Posted: Sun Feb 12, 2017 7:53 am
by startz
Can't argue with that!

Re: Calculating eigenvalues

Posted: Mon Feb 13, 2017 1:10 pm
by EViews Glenn
We don't have Gujarati 5th edition here. Can you provide additional detail/data on App. 7A5.

Re: Calculating eigenvalues

Posted: Wed Feb 15, 2017 12:21 pm
by zelenaboja
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.

Image

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Re: Calculating eigenvalues

Posted: Wed Feb 15, 2017 3:28 pm
by EViews Glenn
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. ]