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: [EMAIL PROTECTED]
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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
