[R] Collinearity in Linear Multiple Regression

[Ronggui Huang]

I think perturb:colldiag implementes condition index as well as
variance decomposition proportions.

Ronggui

2009/7/21 Stephan Kolassa <Stephan.Kolassa at gmx.de>:
> Hi Alex,
>
> I personally have had more success with the (more complicated) collinearity
> diagnostics proposed by Belsley, Kuh & Welsch in their book "Regression
> Diagnostics" than with Variance Inflation Factors. See also:
>
> Belsley, D. A. A Guide to using the collinearity diagnostics. Computational
> Economics, 1991, 4, 33-50
>
> However, I know of no R package that implements these diagnostics. Anyway,
> it's not hard to do so oneself.
>
> Good luck!
> Stephan
>
>
> Alex Roy schrieb:
>>
>> Dear all,
>>                  How can I test for collinearity in the predictor data set
>> for multiple linear regression.
>>
>> Thanks
>>
>> Alex
>>
>>        [[alternative HTML version deleted]]
>>
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>
> ______________________________________________
> R-help at r-project.org mailing list
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> and provide commented, minimal, self-contained, reproducible code.
>



-- 
HUANG Ronggui, Wincent
PhD Candidate
Dept of Public and Social Administration
City University of Hong Kong
Home page: http://asrr.r-forge.r-project.org/rghuang.html