I think perturb:colldiag implementes condition index as well as
variance decomposition proportions.
Ronggui
2009/7/21 Stephan Kolassa :
> Hi Alex,
>
> I personally have had more success with the (more complicated) collinearity
> diagnostics proposed by Belsley, Kuh & Welsch in their book "Regress
Stephan Kolassa wrote:
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 di
in
To: Alex Roy ;
r-help@r-project.org Sent: Tuesday, July 21, 2009 4:19:11 AM Subject:
Re: [R] Collinearity in Linear Multiple Regression
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 se
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.
Computationa
Alex Roy ; r-help@r-project.org
Sent: Tuesday, July 21, 2009 4:19:11 AM
Subject: Re: [R] Collinearity in Linear Multiple Regression
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-pr
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.p
Dear all,
How can I test for collinearity in the predictor data set
for multiple linear regression.
Thanks
Alex
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