The collinearity diagnostics in PROC REG in SAS gave the eigenvalues 2.1, 1.7, .8, .3, and .1 for a set of data. (a) Compute the condition number for the matrix and the condition index for each...

The collinearity diagnostics in PROC REG in SAS gave the eigenvalues 2.1, 1.7, .8, .3, and .1 for a set of data.

(a) Compute the condition number for the matrix and the condition index for each principal component dimension.

(b) Compute Thisted’s measure of collinearity mci. Does the value of mci indicate a collinearity problem?