mctest: Multicollinearity Diagnostic Measures

Package computes popular and widely used multicollinearity diagnostic measures <doi:10.17576/jsm-2019-4809-26> and <doi:10.32614/RJ-2016-062> . Package also indicates which regressors may be the reason of collinearity among regressors.

Package details

AuthorImdad Ullah Muhammad [aut, cre] (<https://orcid.org/0000-0002-1315-491X>), Aslam Muhammad [aut, ctb]
MaintainerImdad Ullah Muhammad <mimdadasad@gmail.com>
LicenseGPL (>= 2)
Version1.3.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mctest")

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mctest documentation built on July 8, 2020, 6:55 p.m.