multiColl (version 2.0)

lu: Unit length data

Description

The function transforms the matrix X so that each column has unit length, it is to say, a module equal to 1.

Usage

lu(X)

Value

Original matrix transformed so that each column has a module equal to 1.

Arguments

X

A numeric matrix that should contain more than one column.

Author

R. Salmerón () and C. García ().

References

R. Salmerón, C. B. García and J. García (2018). Variance Inflation Factor and Condition Number in multiple linear regression. Journal of Statistical Computation and Simulation, 88 (12), 2365-2384.

L. R. Klein and A.S. Goldberger (1964). An economic model of the United States, 1929-1952. North Holland Publishing Company, Amsterdan.

H. Theil (1971). Principles of Econometrics. John Wiley & Sons, New York.

See Also

CN, CNs.

Examples

# Henri Theil's textile consumption data modified
data(theil)
head(theil)
cte = array(1,length(theil[,2]))
theil.X = cbind(cte,theil[,-(1:2)])
lu(theil.X)

# Klein and Goldberger data on consumption and wage income
data(KG)
head(KG)
cte = array(1,length(KG[,1]))
KG.X = cbind(cte,KG[,-1])
lu(KG.X)

# random
x1 = sample(1:10,5)
x2 = sample(1:10,5)
x = cbind(x1, x2)
x
norm(x[,1],"2")
norm(x[,2],"2")
x.lu = lu(x)
x.lu
norm(x.lu[,1],"2")
norm(x.lu[,2],"2")