A Guide to Using the R Package "multiColl" for Detecting Multicollinearity

被引：12
|
作者：
Salmeron-Gomez, Roman [1 ]
Garcia-Garcia, Catalina [1 ]
Garcia-Perez, Jose [2 ]
机构：
[1] Univ Granada, Dept Quantitat Methods Econ & Business, Granada, Spain
[2] Univ Almeria, Dept Econ & Business, Almeria, Spain
来源：
COMPUTATIONAL ECONOMICS | 2021年 / 57卷 / 02期
关键词：
Multicollinearity; Detection; Intercept; Dummy; Software; RIDGE-REGRESSION;
D O I：
10.1007/s10614-019-09967-y
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The detection of problematic collinearity in a linear regression model is treated in all the existing statistical software packages. However, such detection is not always done adequately. The main shortcomings relate to treatment of independent qualitative variables and completely ignoring the role of the intercept in the model (consequently, ignoring the nonessential collinearity). This paper presents theRpackagemultiColl, which implements the usually applied measures for detecting near collinearity while overcoming the weaknesses observed in other existing packages.
引用
收藏
页码：529 / 536
页数：8
相关论文
共 50 条
  • [21] faoutlier: An R Package for Detecting Influential Cases in Exploratory and Confirmatory Factor Analysis
    Chalmers, R. Philip
    Flora, David B.
    APPLIED PSYCHOLOGICAL MEASUREMENT, 2015, 39 (07) : 573 - 574
  • [22] Variance Estimation Using Package vardpoor in R
    Breidaks, Juris
    ROMANIAN STATISTICAL REVIEW, 2015, (02) : 24 - 38
  • [23] Bibliometric Analysis using Bibliometrix an R Package
    Dervis, Hamid
    JOURNAL OF SCIENTOMETRIC RESEARCH, 2019, 8 (03) : 156 - 160
  • [24] Forecast Combinations in R using the ForecastComb Package
    Weiss, Christoph E.
    Raviv, Eran
    Roetzer, Gernot
    R JOURNAL, 2018, 10 (02): : 262 - 281
  • [25] Sentiment Analysis using tidytext package in R
    Priyavrat
    Sharma, Nonita
    2018 FIRST INTERNATIONAL CONFERENCE ON SECURE CYBER COMPUTING AND COMMUNICATIONS (ICSCCC 2018), 2018, : 577 - 580
  • [26] A general accelerated R package using GPU
    Huang, Jie
    Zhuang, Bojin
    Su, Fei
    2015 IEEE INTERNATIONAL CONFERENCE ON SMART CITY/SOCIALCOM/SUSTAINCOM (SMARTCITY), 2015, : 605 - 608
  • [27] CSCL chats Analysis using R package
    Badea, Iulia
    Trausan-Matu, Stefan
    2014 18TH INTERNATIONAL CONFERENCE SYSTEM THEORY, CONTROL AND COMPUTING (ICSTCC), 2014, : 879 - 884
  • [28] DNAfusion: an R/Bioconductor package for increased sensitivity of detecting gene fusions in liquid biopsies
    Maansson, Christoffer Trier
    Andersen, Emma Roger
    Ulhoi, Maiken Parm
    Meldgaard, Peter
    Sorensen, Boe Sandahl
    BMC BIOINFORMATICS, 2023, 24 (01)
  • [29] SScore:: an R package for detecting differential gene expression without gene expression summaries
    Kennedy, RE
    Kerns, RT
    Kong, XR
    Archer, KJ
    Miles, MF
    BIOINFORMATICS, 2006, 22 (10) : 1272 - 1274
  • [30] DNAfusion: an R/Bioconductor package for increased sensitivity of detecting gene fusions in liquid biopsies
    Christoffer Trier Maansson
    Emma Roger Andersen
    Maiken Parm Ulhoi
    Peter Meldgaard
    Boe Sandahl Sorensen
    BMC Bioinformatics, 24
12345