collinearity: Calculate measures of collinearity

In statisticalModeling: Functions for Teaching Statistical Modeling

Description

Calculate measures of collinearity

Usage

collinearity(formula, data, format = c("SeIF", "degrees", "radians", "VIF"))

Arguments

formula	a formula giving, on the right-hand side, the explanatory variables to be considered. Iteractions, etc. may also be specified.
data	a data frame from which to draw the variables in the formula
format	choice of "SeIF" for inflation of standard errors, "degrees" or "radians" for collinearity described as an angle or "VIF" for the variance inflation factor (which is the square of SeIF).

Examples

collinearity( ~ cyl * disp * hp, data = mtcars)
collinearity( ~ cyl * disp * hp, data = mtcars, format = "degrees")

Example output

Loading required package: ggplot2
    expl_vars      SeIF
1         cyl  19.38242
2        disp  52.50735
3          hp  38.99003
4    cyl:disp  70.96065
5      cyl:hp  57.14974
6     disp:hp 152.54661
7 cyl:disp:hp 170.88251
    expl_vars   degrees
1         cyl 2.9573819
2        disp 1.0912613
3          hp 1.4696593
4    cyl:disp 0.8074570
5      cyl:hp 1.0026065
6     disp:hp 0.3755979
7 cyl:disp:hp 0.3352953

statisticalModeling documentation built on May 29, 2017, 11:56 p.m.