Dear Sundar and Antoine, In addition, 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: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Sundar > Dorai-Raj > Sent: Tuesday, September 13, 2005 5:16 AM > To: Antoine de Bary > Cc: [email protected] > 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: [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 ______________________________________________ [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
