Grocer Function
NAME
bkwols - BKW multicollinearity diagnostic
CALLING SEQUENCE
[condindex]=bkwols(arg1,...,argn)
PARAMETERS
Input
-
argi = arguments which can be:
- a time series
- a real (nxp) vector
- a string equal to the name of a time series or a (nxp) real vector between quotes
- the string 'noprint' if the user doesn't want to print the results of the regression
Output
- condindex = the condition number
DESCRIPTION
Computes BKW COND index of a x matrix. Contrary to bkw, this function does not print the variance-decomposition matrix.
EXAMPLE
condindex=bkwols(x)
This example is taken from ols. Useful mainly for programming purpose (since bkw does much more).
AUTHOR
Eric Dubois 2002