The jth diagonal element of the inverse correlation matrix is 1/(1 - R 2 j), where R 2 j is the squared multiple correlation of the jth variable with the other variables. Large diagonal elements ...

You can use the ASINGULAR=, MSINGULAR=, and VSINGULAR= options to set three singularity criteria for the inversion of the Hessian matrix H. The singularity criterion used for the inversion is where ...