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mctest (version 1.3.1)

Multicollinearity Diagnostic Measures

Description

Package computes popular and widely used multicollinearity diagnostic measures and . Package also indicates which regressors may be the reason of collinearity among regressors.

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Version

Install

install.packages('mctest')

Monthly Downloads

1,859

Version

1.3.1

License

GPL (>= 2)

Last Published

June 29th, 2020

Functions in mctest (1.3.1)

omcdiag

Overall Multicollinearity Diagnostics Measures
Hald

Portland Cement benchmark of Hald(1952)
mctest-package

Overall and Individual Multicollinearity Diagnostic Measures
mc.plot

Plot of VIF and Eigenvalues
imcdiag

Individual Multicollinearity Diagnostic Measures
mctest

Multicollinearity diagnostic measures
eigprop

Eigenvalues and Variance Decomposition Proportion