INPUT:
X (n x nb) Matrix of (original or transformed) Independent Varia
including the Constant, used in ESTIMATION.
NAMX (nb) Vector of Names of the Independent Variables, including t
Constant, used in ESTIMATION.
N Maximum Number of Observations as declared on the Parameter ca
in Subroutine FCN.
NOBS Number of Observations used in ESTIMATION.
NB Number of Independent Variables, including the Constant, used
ESTIMATION.
NXX Maximum Number of Different Elements in the (nx x nx) Symmetri
Matrix XX, stored columnwise as an upper triangular matrix.
This number is declared on the Parameter card in Subroutine FC
WORK VECTOR:
XX (nx x nx) Symmetric Matrix, stored columnwise as an upper tria
matrix.
OUTPUT:
D (30) Vector of Eigenvalues in increasing order.
C (30) Vector of Condition Indices.
Z (30 x 30 = 900) Matrix of Variance-Decomposition Proportions,
columnwise.
PURPOSE:
Compute the Table of Variance-Decomposition Proportions for the (ori
or transformed) Independent Variables X, including the Constant. |