RegressionCommon`
RegressionCommon`

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.

Details

  • 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.

Examples

Basic Examples  (1)

Sample data:

EigenstructureTable for a linear regression:

Wolfram Research (2007), EigenstructureTable, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html.

Text

Wolfram Research (2007), EigenstructureTable, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html.

BibTeX

@misc{reference.wolfram_2021_eigenstructuretable, author="Wolfram Research", title="{EigenstructureTable}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_eigenstructuretable, organization={Wolfram Research}, title={EigenstructureTable}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html}, note=[Accessed: 05-August-2021 ]}

CMS

Wolfram Language. 2007. "EigenstructureTable." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html.

APA

Wolfram Language. (2007). EigenstructureTable. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/EigenstructureTable.html