Description Usage Arguments Details Value Author(s) Examples
Degree of multicollinearity present in the dataset can be determined by using two type of indicators, called VIF and Condition Number.
1 |
formula |
in this section interested model should be given. This should be given as a |
data |
an optional data frame, list or environment containing the variables in the model. If not found in |
na.action |
if the dataset contain |
... |
currently disregarded. |
If all the values of VIF > 10 implies that multicollinearity present.
If condition number < 10 ; There is not multicollinearity.
30 < condition number < 100 ; There is a multicollinearity.
condition number >100 ; Severe multicollinearity.
checkm
returns the values of two multicllinearity indicators VIF and Condition Number.
P.Wijekoon, A.Dissanayake
1 2 3 |
$`*****Condition number*****`
[1] 37.10634
$`*****VIF*****`
X1 X2 X3 X4
[1,] 38.49621 254.4232 46.86839 282.5129
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