R: Collinearity diagnostics

From MathWiki

... the vif function in the car package will calculate generalized
variance inflation factors.

Regards,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 


>> -----Original Message-----
>> From: r-help-bounces@stat.math.ethz.ch 
>> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Sundar 
>> Dorai-Raj
>> Sent: Tuesday, September 13, 2005 5:16 AM
>> To: Antoine de Bary
>> Cc: r-help@stat.math.ethz.ch
>> Subject: Re: [R] Collineariy Diagnostics
>> 
>> 
>> 
>> Antoine de Bary wrote:
>
>>> > Hi, and thanks for your help
>>> > 
>>> > in order to do collinearity analysis I downloaded the 
>
>> perturb package. 
>
>>> > I run a lm (regression) and on that the ³calldiag² commad to get 
>>> > condition numbers but i get the following message: the variable XY 
>>> > with modus ³numeric² was not found (it does the same with all 
>>> > predictors despite all variables are numeric and exists).
>>> > 
>>> > Can anyone tell me how can I go arround this problem? Is 
>
>> there another 
>
>>> > way to have ³condition numbers²? What about VIF?
>>> > 
>>> > Please return message to: antoine@ruetter.ch
>
>> 
>> I cannot comment on the "perturb" package. However for 
>> condition numbers see ?kappa.lm, and for variance inflation 
>> factors see ?vif. The latter is in the Design package.
>> 
>> set.seed(1)
>> x1 <- rnorm(100)
>> x2 <- x1 + 0.1 * rnorm(100)
>> y  <- rnorm(100)
>> f  <- lm(y ~ x1 + x2)
>> 
>> vif(f)
>> kappa(f)
>> 
>> HTH,
>> 
>> --sundar
>> 
>> _________________