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Collinearity diagnostics with tolerance, VIF, eigenvalue, condition index, and variance proportions
Coll(Formula, Data)
tolerance of independent variables
variance inflation factor of independent variables
eigenvalue of Z'Z (crossproduct) of standardized independent variables
condition index
under the names of coefficients
formula of the model
input data as a matrix or a data.frame
data.frame
Kyun-Seop Bae k@acr.kr
Sometimes collinearity diagnostics after multiple linear regression are necessary.
Coll(mpg ~ disp + hp + drat + wt + qsec, mtcars)
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