corsel

multicollinearity is the occurence of high interrelations among two or more independent variables in a multiple regression.

Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data.
The package includes functions from existing R packages adapted for banking sector of Kazakhstan.
The purpose of the package is to optimize statistical functions for easier interpretation for bank analysts and non-statisticians.

Sultan Zhaparov

Toolkit for Regression Analysis of Kazakhstan Banking Sector
Data

Timur Abilkassymov

Shyngys Shuneyev

Alua Makhmetova

corsel function

<dl><dt>x</dt>
<dd>is a numeric vector or matrix</dd>
<dt>thrs</dt>
<dd>threshold set to calculate correlation above</dd>
<dt>num</dt>
<dd>logical</dd></dl>

Arguments

Multicollinearity test — corsel

<dl>

<dt>x</dt>
<dd>is a numeric vector or matrix</dd>


<dt>thrs</dt>
<dd>threshold set to calculate correlation above</dd>


<dt>num</dt>
<dd>logical</dd>

</dl>

corsel: Multicollinearity test

Description

Usage

Arguments

Examples