search for: colldiag

Hello, could anyone explain what am I doing wrong. When I use colldiag function from package perturb I get different Variance Decomposition Proportions matrix in R than in SAS, although the eigenvalues and indexes are the same. Thanks for your attention. Results: in R: eigen(cor(indep2)) $values [1] 4.197131e+00 6.674837e-01 9.462858e-02 4.070314e-02 5.323022e-0...

I've uploaded the R package "perturb" to CRAN. Perturb contains two programs for evaluating collinearity. "Colldiag" calculates condition indexes and variance decomposition proportions to detect and track down collinear sets of variables. "Perturb" takes a different approach. It re-estimates the model a specified number of times, adding random noise ("perturbations") to selected variab...

I've uploaded the R package "perturb" to CRAN. Perturb contains two programs for evaluating collinearity. "Colldiag" calculates condition indexes and variance decomposition proportions to detect and track down collinear sets of variables. "Perturb" takes a different approach. It re-estimates the model a specified number of times, adding random noise ("perturbations") to selected variab...

Dear Users, I try to calculate condition indexes and variance decomposition proportions in order to test for collinearity using colldiag() in perturb package, I got a large index and two variables with large variance decomposition proportions,but one of them is constant item.I also checked the VIF for that variable, the value is small.The result is as follows: Index intercept V1 V2 163.54 0.97 0.81...

Dear R users, Usually the variance-inflation factor, which is based on R^2, is used as a measure for multicollinearity. But, in contrast to OLS regression there is no robust R^2 available for MM-regressions in R. Do you know if an equivalent or an alternative nmeasure of multicollinearity is available for MM-regression in R? With best regards, Carsten Colombier Dr. Carsten Colombier Economist

is there any existing function for computing condition index? " analysing multivariate data" say that we can use condition index to check multicollinearity.saying that we can get it via SVD. The elements of the diagnoal matrix are the standard deviations of the uncorrelated vectors. the condition index is the ratio of the largest of these numbers to the smallest. so if i have a data