sasLM (version 0.5.0)

Coll: Collinearity Diagnostics

Description

Collearity digsnotics 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

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

under the names of coefficients

proportions of variances

Details

Sometimes collinearity diagnostics after multiple linear regression are necessary.

Examples

# NOT RUN {
Coll(mpg ~ disp + hp + drat + wt + qsec, mtcars) 
# }