[R] RE: two new packages

[John Fox]

Dear Kjetil,

The vif function in the car package calculates vif's for 
one-degree-of-freedom terms in a linear model object and generalized vif's 
for terms with more than one df (the latter are described in Fox, J. and 
Monette, G. (1992) Generalized collinearity diagnostics. JASA, 87, 
178–183). Beyond this, other tools are readily available in R, such as 
eigenvalues/vectors, singular-value decompositions, and 
principal-components analysis.

I hope that this helps,
  John

At 01:43 PM 02/05/2001 -0400, kjetil halvorsen wrote:
>Hola!
>
>I have a package i will soon contribute to CRAN, SenSrivastava,
>containing the datasets for exampples and exercises in the book:
>Sen/Srivastava: "Regression Analysis, Theory, Methods, and
>Applications."
>(Springer Verlag, 1990)
>What I haven´ found in R, needed for teaching from the book, is
>diagnostics for multicollinearity. (VIF´s) Is this somewhere in R I
>havent searched, or have anyboduyu coded it up?
>
>Thanks very much,
>
>Kjetil Halvorsen.
>
>"Bliese, Paul D MAJ WRAIR-Wash DC" wrote:
> >
> > John,
> >
> > Thanks for making these available!  I'm very interested in your sem package
> > in particular.  Do you have versions that run in S-PLUS too?  I'll send
> > comments as I work through the materials.
> >
> > Paul
> >
> > **********************************************************************
> > MAJ Paul D. Bliese, Ph.D.
> > Chief, Dept. Operational Stress Research
> > Walter Reed Army Institute of Research
> > Washington, DC 20307
> > Voice:  (301) 319-9873
> > Fax:     (301) 319-9484
> > paul.bliese at na.amedd.army.mil
> >
> > -----Original Message-----
> > From: John Fox [mailto:jfox at mcmaster.ca]
> > Sent: Friday, April 27, 2001 10:52 PM
> > To: R-announce at r-project.org
> > Subject: two new packages
> >
> > I've prepared preliminary versions of two packages that I plan eventually
> > to contribute to CRAN:
> >
> > car (for "Companion to Applied Regression") is a package that provides a
> > variety of functions in support of linear and generalized linear models,
> > including regression diagnostics (e.g., studentized residuals, hat-values,
> > Cook's distances, dfbeta, dfbetas, added-variable plots, component+residual
> > plots, ceres plots, Durbin-Watson statistics); some tools for graphing and
> > exploring data (e.g., enhanced quantile-comparison plots -- with simulated
> > envelopes for studentized residuals from linear models, scatterplot, and
> > scatterplot-matrix functions); some utilities (e.g., for recoding
> > variables); some functions for transformations of data (e.g., multivariate
> > unconditional Box-Cox transformation); an enhanced Anova function; and many
> > datasets. The object is to make tasks that are commonly employed in
> > regression modeling more convenient, particularly for students with limited
> > programming skills. I've tried largely to avoid duplicating capabilities in
> > existing packages.
> >
> > sem is a package for fitting "structural-equation models." The package
> > supports general structural equation models with latent varibles, fit by
> > maximum likelihood assuming multinormality, and single-equation estimation
> > for observed-variable models by two-stage least squares.
> >
> > For the present, I'm making these packages available on my web site, at
> > <http://www.socsci.mcmaster.ca/jfox/Misc/car/> and
> > <http://socserv.socsci.mcmaster.ca/jfox/Misc/sem/>.
> >
> > I'm particularly interested in suggestions and comments.
> >
> > John
> >
> > ________________________________
> >   John Fox
> >   Department of Sociology
> >   McMaster University
> >   email: jfox at McMaster.ca
> >   web: www.socsci.mcmaster.ca/jfox
> > ________________________________
> >
> > 
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________________________________
  John Fox
  Department of Sociology
  McMaster University
  email: jfox at McMaster.ca
  web: www.socsci.mcmaster.ca/jfox
________________________________

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