pathanalysis: Path Analysis, Simple and Under Collinearity
Description
Function to perform the simple path analysis and the path analysis
under collinearity (sometimes called ridge path analysis). It computes
the direct (diagonal) and indirect (off-diagonal) effects of each explanatory
variable over a response one.
an integer value indicating the column in corMatrix that corresponds to
the response variable.
collinearity
logical; if TRUE, an external interactive display is
used to pass a value, say k, at which to evaluate the system:
(X'X + Ik)B = X'Y, being X'X the correlation matrix between explanatory variables,
Value
A list of
coefa matrix containing the direct (diagonal) and indirect (off-diagonal)
effects of each variable.
Rsqthe coefficient of determination.
ResidualEffectthe residual effect.
VIFa vector containing the variance inflation factors.
CNthe condition number.
Side Effects
If collinearity = TRUE, an interactive graphic is displayed for dealing with collinearity.
References
Carvalho, S.P. (1995) Metodos alternativos de estimacao de coeficientes de
trilha e indices de selecao, sob multicolinearidade. Ph.D. Thesis,
Federal University of Vicosa (UFV), Vicosa, MG, Brazil.