G-Kazantzidis/Collinearity: Impact of collinearity on Classical and Bayesian model choice criteria

Model choice citeria provide inference regarding the fitness of different models. Collinearity is a phenomenon known to deteriorate the model fitness and causing missleading estimate from the least square estimates approach. With this package, we provide tools to search for collinearity among different models.

Getting started

Package details

AuthorGeorgios Kazantzidis [aut, cre], Malgorzata Roos [aut]
MaintainerGeorgios Kazantzidis <George_kazantzidis@outlook.com>
LicenseGPL (>=2)
Version1.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("G-Kazantzidis/Collinearity")
G-Kazantzidis/Collinearity documentation built on Feb. 15, 2022, 6:56 p.m.