collin.fnc {languageR} | R Documentation |
Calculates the condition number with the intercept included, following Belsley, Kuh and Welsch (1980).
collin.fnc(data, colvector)
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. |
A list with components
svd |
Singular value decomposition |
cindex |
Condition indices |
cnumber |
The condition number |
pi |
The phi matrix |
F. J. Tweedie
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.
## Not run:
data(english)
collin.fnc(english[english$AgeSubj=="young",], 7:29)$cnumber
## End(Not run)