Has anyone programmed condition indexes in R?
I know that there is a function for variance inflation factors available in the car package; however, Belsley (1991) Conditioning Diagnostics (Wiley) notes that there are several weaknesses of VIFs: e.g. 1) High VIFs are sufficient but not necessary conditions for collinearity 2) VIFs don't diagnose the number of collinearities and 3) No one has determined how high a VIF has to be for the collinearity to be damaging.
He then develops and suggests using condition indexes instead, so I was wondering if anyone had programmed them.
Thanks
Peter
I think Juergen Gross has something like that in his new book
Gross, J. (2003): Linear Regression, Springer (in press - OK, not very helpful here).
You might want to contact him privately (in CC).
Uwe Ligges
Peter L. Flom, PhD Assistant Director, Statistics and Data Analysis Core Center for Drug Use and HIV Research National Development and Research Institutes 71 W. 23rd St www.peterflom.com New York, NY 10010 (212) 845-4485 (voice) (917) 438-0894 (fax)
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