--- [EMAIL PROTECTED] wrote: > 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? > I'm not sure what MM-regression is. But I've just put a general purpose tool for evaluating collinearity on my website. See http://www.xs4all.nl/~jhckx/R/perturb/
The perturb programs works by adding small random changes (perturbations) to selected variables. Categorical variables are randomly misclassified. This process is repeated a specified number of times, after which the impact of the perturbations on parameter stability can be evaluated. It should work with any R-procedure that has a formula. The package also contains colldiag, for calculating condition indexes and variance decomposition proportions. Since this only works on the independent variables, it should work for your problem as well. Feedback welcomed. I plan to submit the package to CRAN in a few days, after I get the help files updated ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
