VIF and multicollinearity diagnostics

In the book I use the car package to get VIF and other multicollinearity diagnostics. I’ve occasionally found this breaks down (usually through mixing different versions of R on different machines at work home or on the move). I recently saw the mctest package and thought it would be useful to use that as a backup – and also because it offers a slightly different set of diagnostics.

If you’d like to try it out I’ve written a helper function that makes it easier apply directly to a linear model. You can find the function and a simple example here.

 

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3 Comments

  1. aginensky

     /  June 1, 2017

    Vis-a-vis your comment that sometime things break because of mixed versions of R (and or packages), you should use the checkpoint function. Briefly, if you use that, you will not have that problem ever. See https://cran.r-project.org/web/packages/checkpoint/vignettes/checkpoint.html for more information or google “R checkpoint”.

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  1. VIF and multicollinearity diagnostics | A bunch of data

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