multicollinearity
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multicollinearity [2023/05/17 12:18] – [using VIF (Variance Inflation Factors)] hkimscil | multicollinearity [2023/05/22 07:57] (current) – [Testing with correlation matrix] hkimscil | ||
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see [[: | see [[: | ||
- | ====== Testing with correlation matrix ====== | + | ====== Testing |
< | < | ||
options(digits = 4) | options(digits = 4) | ||
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> | > | ||
</ | </ | ||
+ | |||
+ | ====== using condition index ====== | ||
+ | < | ||
+ | ols_eigen_cindex(m.a) | ||
+ | </ | ||
+ | |||
+ | < | ||
+ | > ols_eigen_cindex(m.a) | ||
+ | Eigenvalue Condition Index intercept | ||
+ | 1 | ||
+ | 2 | ||
+ | 3 | ||
+ | > | ||
+ | </ | ||
+ | |||
{{tag> | {{tag> |
multicollinearity.1684293538.txt.gz · Last modified: 2023/05/17 12:18 by hkimscil