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mctest (version 1.1)

Multicollinearity Diagnostic Measures

Description

Package computes popular and widely used multicollinearity diagnostic measures. Package also indicates which regressors may be the reason of collinearity among regressors.

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Version

Install

install.packages('mctest')

Monthly Downloads

1,404

Version

1.1

License

GPL (>= 2)

Maintainer

Muhammad Imdadullah

Last Published

December 5th, 2016

Functions in mctest (1.1)

mctest-package

Overall and Individual Multicollinearity Diagnostic Measures
mc.plot

Plot of VIF and Eigenvalues
omcdiag

Overall multicollinearity diagnostics measures
mctest

Multicollinearity diagnostic measures
Hald

Portland Cement benchmark of Hald(1952)
imcdiag

Individual multicollinearity diagnostic measures