Coll: Collinearity Diagnostics

In sasLM: 'SAS' Linear Model

Collinearity Diagnostics

Description

Collearity diagnostics with tolerance, VIF, eigenvalue, condition index, variance proportions

Usage

  Coll(Formula, Data)

Arguments

Formula	fomula of the model
Data	input data as a matrix or data.frame

Details

Sometimes collinearity diagnostics after multiple linear regression are necessary.

Value

Tol	tolerance of independent variables
VIF	variance inflation factor of independent variables
Eigenvalue	eigenvalue of Z'Z (crossproduct) of standardized independent variables
Cond. Index	condition index
Proportions of variances	under the names of coefficients

Author(s)

Kyun-Seop Bae [e-mail]

Examples

  Coll(mpg ~ disp + hp + drat + wt + qsec, mtcars) 

sasLM documentation built on Oct. 2, 2024, 9:06 a.m.