checkMC: Calculate correlation matrix and variance inflation factors...

Description Usage Arguments Details Value Author(s) References

Description

Calculates variance inflation factors and correlation matrix for a list of variables and a given dataset.

Usage

1
checkMC(data, vars)

Arguments

data

Data frame with all variables of interest for which correlation matrix and variance inflation factors are desired (named in 'vars').

vars

Character vector listing column names in 'data' containing variables of interest.

Details

Variance inflation factors (VIF = 1/[1 - R-squared]; Neter et al. 1996) and correlation matrix contains Pearson's coefficients. These can be used to assess the presence of multicollinearity for any multivariate linear modeling, after which variable combinations associated with multicollinearity can be dropped from consideration.

Value

VIF

Numeric vector (length = length(vars)) of variance inflation factors.

cmat

Matrix of Pearson's correlation coefficients (dim = c(length(vars), length(vars))).

Author(s)

Quresh S. Latif, Rocky Mountain Research Station, U.S. Forest Service

References

Neter, J., M. H. Kutner, C. J. Nachtsheim, and W. Wasserman. 1996. Applied linear statistical models. Times Mirror Higher Education Group, Inc.


qureshlatif/WoodpeckerHSI documentation built on May 29, 2019, 7:51 a.m.