[R] Colinearity Function in R

Frank E Harrell Jr f.harrell at vanderbilt.edu
Thu Jul 6 15:06:25 CEST 2006

Ramon Diaz-Uriarte wrote:
> Dear Peter,
> I especially like the VIF (and GVIF) functions in package car, by John Fox. 
> (I'm assuming you are dealing with [generalized] linear models).
> HTH,
> R.

And even though ignoring Y prevents you from seeing the whole picture, 
redundancy analysis of X can help you do data reduction in an unbiased 
way to build reliable models.  The transcan and varclus functions in the 
Hmisc package help in this way.  transcan will show you the maximum R^2 
that can be obtained in predicting each predictor from all others, using 
a spline generalized additive model.  varclus draws a variable 
clustering dendogram.

Frank Harrell

> On Wednesday 05 July 2006 17:16, Peter Lauren wrote:
>> Is there a colinearty function implemented in R?  I
>> have tried help.search("colinearity") and
>> help.search("collinearity") and have searched for
>> "colinearity" and "collinearity" on
>> http://www.rpad.org/Rpad/Rpad-refcard.pdf but with no
>> success.
>> Many thanks in advance,
>> Peter Lauren.
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Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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