overparameterization_analysis
Detect over-parameterization by inspecting the parameter correlation matrix. Flags high-correlation pairs that indicate redundant parameters.
Instructions
Check for over-parameterization by inspecting parameter correlation matrix.
Computes the correlation matrix of all estimated parameters from the covariance matrix returned by fue (MVENC). Parameter pairs with |corr| > threshold are flagged as potentially redundant.
The correlation matrix is shown as a colour heatmap with the ARMA/mu block highlighted. High-correlation pairs are listed with labels and a note on whether the high correlation is structural (expected) or indicates true redundancy.
Run this after estimate_and_diagnose if the diagnosis text mentions sobreparametrización, or as a routine check before finalising the model.
Parameters
inp_path : path to .inp or .pre file with the estimated model threshold : |corr| threshold for flagging (default 0.7)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| inp_path | Yes | ||
| threshold | No |