CRAN/E | rvif

rvif

Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

Installation

About

The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. The objective of this package is to detect it using the variance inflation factor redefined and the scatterplot between the variance inflation factor and the coefficient of variation. For more details see Salmerón R., García C.B. and García J. (2018) doi:10.1080/00949655.2018.1463376, Salmerón, R., Rodríguez, A. and García C. (2020) doi:10.1007/s00180-019-00922-x, Salmerón, R., García, C.B, Rodríguez, A. and García, C. "Limitations in Detecting Multicollinearity due to Scaling Issues in the mcvis Package" (2022, to appear in The R Journal) and Salmerón, R., García, C.B, García J. (2023, working paper) .

colldetreat.r-forge.r-project.org/

Key Metrics

Version 1.0
R ≥ 3.5.0
Published 2022-12-22 655 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks rvif results

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Maintainer

Maintainer

R. Salmerón

Authors

R. Salmerón
C.B. García

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0
multiColl