collin.fnc | R Documentation |
Calculates the condition number with the intercept included, following Belsley, Kuh and Welsch (1980).
collin.fnc(data, colvector)
data |
A data frame. |
colvector |
A vector with the column numbers in the data frame for which the collinearity is to be assessed. Only numeric predictors allowed. |
A list with components
svd |
Singular value decomposition |
cindex |
Condition indices |
cnumber |
The condition number |
pi |
The phi matrix |
F. J. Tweedie
Belsley, D. A. and Kuh, E. and Welsch, R. E. (1980) Regression Diagnostics. Identifying Influential Data and Sources of Collinearity, Wiley Series in Probability and Mathematical Statistics, New York.
kappa
## Not run:
data(english)
collin.fnc(english[english$AgeSubj=="young",], 7:29)$cnumber
## End(Not run)
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