I think perturb:colldiag implementes condition index as well as variance decomposition proportions.
Ronggui 2009/7/21 Stephan Kolassa <stephan.kola...@gmx.de>: > Hi Alex, > > I personally have had more success with the (more complicated) collinearity > diagnostics proposed by Belsley, Kuh & Welsch in their book "Regression > Diagnostics" than with Variance Inflation Factors. See also: > > Belsley, D. A. A Guide to using the collinearity diagnostics. Computational > Economics, 1991, 4, 33-50 > > However, I know of no R package that implements these diagnostics. Anyway, > it's not hard to do so oneself. > > Good luck! > Stephan > > > Alex Roy schrieb: >> >> Dear all, >> How can I test for collinearity in the predictor data set >> for multiple linear regression. >> >> Thanks >> >> Alex >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- HUANG Ronggui, Wincent PhD Candidate Dept of Public and Social Administration City University of Hong Kong Home page: http://asrr.r-forge.r-project.org/rghuang.html ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.