collin.fnc {languageR}R Documentation

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

Author(s)

F. J. Tweedie

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

        ## Not run: 
     data(english)
     collin.fnc(english[english$AgeSubj=="young",], 7:29)$cnumber
  
## End(Not run)

[Package languageR version 0.953 Index]