Coll {sasLM}

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)