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
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