EigenstructureTable

As of Version 7.0, EigenstructureTable has become a property of LinearModelFit.

EigenstructureTable
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents tabular information about the eigenstructure of the parameter correlation matrix.

DetailsDetails

  • To use EigenstructureTable, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • EigenstructureTable includes eigenvalues and associated condition indices listed from largest to smallest.
  • The table also includes the proportion of the variance attributable to each eigenvalue for each nonconstant basis function.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

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Sample data:

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EigenstructureTable for a linear regression:

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