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.

 

Advertisements

Multicollinearity tutoral

I just posted brief multicollinearity tutorial on my other blog (loosely based on the material from the Serious Stats book).

You can read it here.