[R] Collineariy Diagnostics

[John Fox]

Dear Sundar and Antoine,

In addition, the vif function in the car package will calculate generalized
variance inflation factors.

Regards,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Sundar 
> Dorai-Raj
> Sent: Tuesday, September 13, 2005 5:16 AM
> To: Antoine de Bary
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] Collineariy Diagnostics
> 
> 
> 
> Antoine de Bary wrote:
> > Hi, and thanks for your help
> > 
> > in order to do collinearity analysis I downloaded the 
> perturb package. 
> > I run a lm (regression) and on that the ³calldiag² commad to get 
> > condition numbers but i get the following message: the variable XY 
> > with modus ³numeric² was not found (it does the same with all 
> > predictors despite all variables are numeric and exists).
> > 
> > Can anyone tell me how can I go arround this problem? Is 
> there another 
> > way to have ³condition numbers²? What about VIF?
> > 
> > Please return message to: antoine at ruetter.ch
> 
> I cannot comment on the "perturb" package. However for 
> condition numbers see ?kappa.lm, and for variance inflation 
> factors see ?vif. The latter is in the Design package.
> 
> set.seed(1)
> x1 <- rnorm(100)
> x2 <- x1 + 0.1 * rnorm(100)
> y  <- rnorm(100)
> f  <- lm(y ~ x1 + x2)
> 
> vif(f)
> kappa(f)
> 
> HTH,
> 
> --sundar
> 
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