lu: Unit length data

In multiColl: Collinearity Detection in a Multiple Linear Regression Model

Unit length data

Description

The function transforms the matrix X so that each column has unit length, it is to say, a module equal to 1.

Usage

lu(X)

Arguments

X	A numeric matrix that should contain more than one column.

Value

Original matrix transformed so that each column has a module equal to 1.

Author(s)

R. Salmerón ([e-mail]) and C. García ([e-mail]).

References

R. Salmerón, C. B. García and J. García (2018). Variance Inflation Factor and Condition Number in multiple linear regression. Journal of Statistical Computation and Simulation, 88 (12), 2365-2384.

L. R. Klein and A.S. Goldberger (1964). An economic model of the United States, 1929-1952. North Holland Publishing Company, Amsterdan.

H. Theil (1971). Principles of Econometrics. John Wiley & Sons, New York.

See Also

CN, CNs.

Examples

# Henri Theil's textile consumption data modified
data(theil)
head(theil)
cte = array(1,length(theil[,2]))
theil.X = cbind(cte,theil[,-(1:2)])
lu(theil.X)

# Klein and Goldberger data on consumption and wage income
data(KG)
head(KG)
cte = array(1,length(KG[,1]))
KG.X = cbind(cte,KG[,-1])
lu(KG.X)

# random
x1 = sample(1:10,5)
x2 = sample(1:10,5)
x = cbind(x1, x2)
x
norm(x[,1],"2")
norm(x[,2],"2")
x.lu = lu(x)
x.lu
norm(x.lu[,1],"2")
norm(x.lu[,2],"2")

multiColl documentation built on July 21, 2022, 9:06 a.m.