languageR (version 1.5.0)

collin.fnc: Calculate condition number with intercept included

Description

Calculates the condition number with the intercept included, following Belsley, Kuh and Welsch (1980).

Usage

collin.fnc(data, colvector)

Arguments

data

A data frame.

colvector

A vector with the column numbers in the data frame for which the collinearity is to be assessed. Only numeric predictors allowed.

Value

A list with components

svd

Singular value decomposition

cindex

Condition indices

cnumber

The condition number

pi

The phi matrix

References

Belsley, D. A. and Kuh, E. and Welsch, R. E. (1980) Regression Diagnostics. Identifying Influential Data and Sources of Collinearity, Wiley Series in Probability and Mathematical Statistics, New York.

See Also

kappa

Examples

# NOT RUN {
	
# }
# NOT RUN {
     data(english)
     collin.fnc(english[english$AgeSubj=="young",], 7:29)$cnumber
  
# }