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multicollinearity [2023/05/17 12:18] – [using VIF (Variance Inflation Factors)] hkimscilmulticollinearity [2023/05/22 07:57] (current) – [Testing with correlation matrix] hkimscil
Line 7: Line 7:
 see [[:Singularity]] \\ see [[:Singularity]] \\
  
-====== Testing with correlation matrix ======+====== Testing multicollinearity with correlation matrix ======
 <code> <code>
 options(digits = 4) options(digits = 4)
Line 133: Line 133:
  
 </code> </code>
 +
 +====== using condition index ======
 +<code>
 +ols_eigen_cindex(m.a)
 +</code>
 +
 +<code>
 +> ols_eigen_cindex(m.a)
 +  Eigenvalue Condition Index intercept      SATV     HSGPA
 +1   2.983908            1.00  0.001961 0.0006461 0.0004659
 +2   0.013568           14.83  0.837019 0.1204555 0.0222304
 +3   0.002524           34.38  0.161020 0.8788984 0.9773037
 +
 +</code>
 +
  
  
 {{tag>multicollinearity singularity regression preassumption statistics }} {{tag>multicollinearity singularity regression preassumption statistics }}
multicollinearity.1684293538.txt.gz · Last modified: 2023/05/17 12:18 by hkimscil

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