gets (version 0.38)

dropvar: Drop variable

Description

Drops columns in a matrix to avoid perfect multicollinearity.

Usage

dropvar(x, tol=1e-07, LAPACK=FALSE, silent=FALSE)

Value

a matrix whose regressors linearly independent

Arguments

x

a matrix, possibly less than full column rank.

tol

numeric value. The tolerance for detecting linear dependencies among regressors, see qr function. Only used if LAPACK is FALSE

LAPACK

logical, TRUE or FALSE (default). If true use LAPACK otherwise use LINPACK, see qr function

silent

logical, TRUE (default) or FALSE. Whether to print a notification whenever a regressor is removed

Author

Rune Haubo B. Christensen, with modifications by Genaro Sucarrat, http://www.sucarrat.net/

Details

Original function drop.coef developed by Rune Haubo B. Christensen in package ordinal, https://cran.r-project.org/package=ordinal.

References

Rune H.B. Christensen (2014): 'ordinal: Regression Models for Ordinal Data'. https://cran.r-project.org/package=ordinal

See Also

isat

Examples

set.seed(1)
x <- matrix(rnorm(20), 5)
dropvar(x) #full rank, none are dropped

x[,4] <- x[,1]*2
dropvar(x) #less than full rank, last column dropped