[R] Condition indexes and variance inflation factors

[Peter Flom]

Has anyone programmed condition indexes in R?

I know that there is a function for variance inflation factors
available in the car package; however, Belsley (1991) Conditioning
Diagnostics (Wiley) notes that there are several weaknesses of VIFs:
e.g. 1) High VIFs are sufficient but not necessary conditions for
collinearity  2) VIFs don't diagnose the number of collinearities and 3)
No one has determined how high a VIF has to be for the collinearity to
be damaging.

He then develops and suggests using condition indexes instead, so I was
wondering if anyone had programmed them.

Thanks

Peter



Peter L. Flom, PhD
Assistant Director, Statistics and Data Analysis Core
Center for Drug Use and HIV Research
National Development and Research Institutes
71 W. 23rd St
www.peterflom.com
New York, NY 10010
(212) 845-4485 (voice)
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