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2004 Aug 16
2
mutlicollinearity and MM-regression
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