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mctest (version 1.3.1)
Multicollinearity Diagnostic Measures
Description
Package computes popular and widely used multicollinearity diagnostic measures
and
. Package also indicates which regressors may be the reason of collinearity among regressors.
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Version
Version
1.3.1
1.3
1.2.5
1.2
1.1.1
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Install
install.packages('mctest')
Monthly Downloads
1,401
Version
1.3.1
License
GPL (>= 2)
Maintainer
Muhammad Imdadullah
Last Published
June 29th, 2020
Functions in mctest (1.3.1)
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omcdiag
Overall Multicollinearity Diagnostics Measures
Hald
Portland Cement benchmark of Hald(1952)
mctest-package
Overall and Individual Multicollinearity Diagnostic Measures
mc.plot
Plot of VIF and Eigenvalues
imcdiag
Individual Multicollinearity Diagnostic Measures
mctest
Multicollinearity diagnostic measures
eigprop
Eigenvalues and Variance Decomposition Proportion