Upper and lower bounds for the eigenvalues of three types of matrices M are established. If M is written as the sum of a diagonal matrix D plus a matrix A, the real parts of the eigenvalues of M must ...

Correction: The original version of this article incorrectly stated that eigenvalues are the magnitudes of eigenvectors. In fact, eigenvalues are scalars that are multiplied with eigenvectors. This ...

The estimated covariance matrix of the parameter estimates is computed as the inverse Hessian matrix, and for unconstrained problems it should be positive definite. If the final parameter estimates ...

When a regressor is nearly a linear combination of other regressors in the model, the affected estimates are unstable and have high standard errors. This problem is called collinearity or ...