statsmodels / 0.9.0 / generated / statsmodels.sandbox.regression.gmm.ivregressionresults.condition_number.html /

statsmodels.sandbox.regression.gmm.IVRegressionResults.condition_number

IVRegressionResults.condition_number()

Return condition number of exogenous matrix.

Calculated as ratio of largest to smallest eigenvalue.

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.regression.gmm.IVRegressionResults.condition_number.html