mctest (version 1.3.2)

Multicollinearity Diagnostic Measures

Description

Package computes popular and widely used multicollinearity diagnostic measures \doi{10.17576/jsm-2019-4809-26} and \doi{10.32614/RJ-2016-062}. Package also indicates which regressors may be the reason of collinearity among regressors.

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Version

Install

install.packages('mctest')

Monthly Downloads

1,589

Version

1.3.2

License

GPL (>= 2)

Maintainer

Muhammad Imdadullah

Last Published

January 18th, 2026

Functions in mctest (1.3.2)

omcdiag

Overall Multicollinearity Diagnostics Measures

mc.plot

Plot of VIF and Eigenvalues

Hald

Portland Cement benchmark of Hald(1952)

mctest-package

Overall and Individual Multicollinearity Diagnostic Measures

imcdiag

Individual Multicollinearity Diagnostic Measures

mctest

Multicollinearity diagnostic measures

eigprop

Eigenvalues and Variance Decomposition Proportion