[R] how to compute condition index?
Kjetil Brinchmann Halvorsen
kjetil at acelerate.com
Wed Nov 3 17:32:08 CET 2004
rongguiwong wrote:
>is there any existing function for computing condition index?
>
>
See
?kappa
Kjetil
>" analysing multivariate data" say that we can use condition index to check
>multicollinearity.saying that we can get it via SVD. The elements of the
>diagnoal matrix are the standard deviations of the uncorrelated vectors. the
>condition index is the ratio of the largest of these numbers to the smallest.
>so if i have a data frame a,containg variables x,y,z.
>my model is :
>model<-lm(y~x+z,data=a)
>so use the following to compute the condition index,but it seems wrong.
>
>temp<-svd(model.matrix(model))$d
>max(temp)/min(temp)
>
>is it wrong?
>
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--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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