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static IVRegressionResults.condition_number()

statsmodels.sandbox.regression.gmm.IVRegressionResults.condition_number

static IVRegressionResults.condition_number()

Return condition number of exogenous matrix.

Calculated as ratio of largest to smallest eigenvalue.

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.regression.gmm.IVRegressionResults.condition_number.html

doc_statsmodels

2017-01-18 16:17:33

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