[R] Collinearity in Linear Multiple Regression
ronggui.huang at gmail.com
Mon Aug 3 04:24:33 CEST 2009
I think perturb:colldiag implementes condition index as well as
variance decomposition proportions.
2009/7/21 Stephan Kolassa <Stephan.Kolassa at gmx.de>:
> Hi Alex,
> I personally have had more success with the (more complicated) collinearity
> diagnostics proposed by Belsley, Kuh & Welsch in their book "Regression
> Diagnostics" than with Variance Inflation Factors. See also:
> Belsley, D. A. A Guide to using the collinearity diagnostics. Computational
> Economics, 1991, 4, 33-50
> However, I know of no R package that implements these diagnostics. Anyway,
> it's not hard to do so oneself.
> Good luck!
> Alex Roy schrieb:
>> Dear all,
>> How can I test for collinearity in the predictor data set
>> for multiple linear regression.
>> [[alternative HTML version deleted]]
>> R-help at r-project.org mailing list
>> PLEASE do read the posting guide
>> and provide commented, minimal, self-contained, reproducible code.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
HUANG Ronggui, Wincent
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html
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