[R] how to get condition number from lm output
Uwe Ligges
ligges at statistik.uni-dortmund.de
Fri Oct 3 12:19:06 CEST 2003
Mai Zhou wrote:
>
> Dear r-help,
>
> I ran
>
> output <- lm(formu, data=mydata)
>
> I want to look at the condition number (to see if the matrix is near singular). How?
kappa(output)
> Also, I use the function stepAIC from MASS to select models, how can I see the condition numbers in each step?
See the argument "keep" described in ?stepAIC
So you can use something like
stepAIC(. . . . ., keep = function(fit, AIC) kappa(fit))
> While I am at it. I find a minor bug:
> R 1.7.1 on window XP, when you copy and paste by click
> one button, then the input stopped, until you click the
> "copy and paste" button again and click OK.
ALready fixed for R-1.8.0 (beta).
Uwe Ligges
> Thanks in advance.
>
> Mai Zhou
> mai at ms.uky.edu
>
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