R/mc.plot.R

In mctest: Multicollinearity Diagnostic Measures

mc.plot<-function(mod, Inter = FALSE, vif = 10, ev = 0.01, ...){

  
  #from lm.fit (extra argument handling)
  if(length(list(...))>1L)
  {warning("Extra arguments ", paste(sQuote(names(list(...) ) ) , sep=", "),
           " are ignored", domain=NA)}
  else if (length(list(...))==1L) warning("Extra argument ", sQuote(names(list(...) ) ),
                                          " is ignored", domain=NA)

  par(mfrow=c(2,1),mar=c(3,4,3,1))

  if (!is.null(mod$call$formula)){
    x <- model.matrix(mod)[, -1] # Regressors only 
    #y <- as.matrix(model.frame(mod)[,1]) # dependent variable
  }

  xcol=colnames(x)

  if(Inter==TRUE || is.null(Inter) ){
    Eigval<-eigprop(mod, Inter = TRUE)$ev
    xs=length(xcol)+1
    lends=c("Intercept", xcol)
  }else{
    Eigval<-eigprop(mod, Inter = FALSE)$ev
    xs=length(xcol)
    lends=xcol
  }

  VIF<-imcdiag(mod, method = "VIF")[[1]][,1]
# VIF Plot and setting
  plot(VIF,
       lty=1,
       type="h",
       xaxt="n",
       main="VIF Plot",
       ylab="VIF values",
       xlab="",
       ylim=c(0, max(VIF)),
       lwd=2
      )
  axis(side=1,
       at=1:length(xcol),
       labels=colnames(x),
       las=0
       )
  text(1:length(xcol),
       VIF,
       round(VIF,3),
       col="blue",
       cex=.95
       )
  abline(h=vif,
         col="red",
         lty=2,
         lwd=2
         )
  text(1,
       max(VIF),
       paste("VIF threshold =",vif, sep=" "),
       col="red",
       cex=1,
       pos=4
       )

# Eigenvalues plot and settings
  plot(Eigval,
       lty=1,
       type="l",
       col=1:length(lends),
       main="Eigenvalues Plot",
       xaxt="n",
       ylab="Eigenvalues",
       xlab="",
       lwd=2
       )
  axis(side=1,
       at=1:xs,
       labels=paste("EV", 1:xs),
       las=0
       )
  text(1:xs,
       Eigval,
       round(Eigval,3),
       col="blue",
       cex=0.95
       )
  
  abline(h=ev,
         col="red",
         lty=2,
         lwd=2
  )
  
  text(length(xcol),
       max(Eigval),
       paste("EV threshold =",ev, sep=" "),
       col="red",
       cex=1,
       pos=2
       )

  #mtext("Regressors",  side=1,padj=-2, outer=TRUE)
}