Jan 20, 2017
mctest: An R package for Detection of Collinearity among Regressors
mctest: An R package for Detection of Collinearity among Regressors
The problem of multicollinearity plagues the numerical stability of regression estimates. It also causes some serious problem in validation and interpretation of the regression model. Consider the usual multiple linear regression model, , where is an vector of observation on dependent variable, is known design matrix of order , having full-column rank , is vector of unknown parameters and is an…
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