[R] Collinearity in Linear Multiple Regression

[John Sorkin]

I suggest you start by doing some reading about Condition index (CI) and variation inflation factor (VIF). Once you have reviewed the theory, a search of search.r-project.org (under the help menu in a windows-based R installation) for VIF will help you obtain values for VIF, c.f. http://finzi.psych.upenn.edu/R/library/HH/html/vif.html 
John

John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
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>>> Alex Roy <alexroy2008 at gmail.com> 7/21/2009 7:01 AM >>>
Dear all,
                  How can I test for collinearity in the predictor data set
for multiple linear regression.

Thanks

Alex

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