languageR (version 1.0)

collin.fnc: Calculate condition number with intercept included

Description

Calculates the condition number with the intercept included, following Belsley, Kuh and Welsch (1980).

Usage

collin.fnc(data, colvector)

Arguments

data

A data frame.

colvector

A vector with the column numbers in the data frame for which the collinearity is to be assessed. Only numeric predictors allowed.

Value

• A list with components
• svd
  Singular value decomposition
• cindex
  Condition indices
• cnumber
  The condition number
• pi
  The phi matrix

References

Belsley, D. A. and Kuh, E. and Welsch, R. E. (1980) Regression Diagnostics. Identifying Influential Data and Sources of Collinearity, Wiley Series in Probability and Mathematical Statistics, New York.

See Also

kappa

Examples

data(english)
     collin.fnc(english[english$AgeSubj=="young",], 7:29)$cnumber