(This article was originally published at Serious Stats, and syndicated at StatsBlogs.)
In the book I use the car package to get VIF and other multicollinearity diagnostics. I’ve occasionally found this breaks down (usually through mixing different versions of R on different machines at work home or on the move). I recently saw the mctest package and thought it would be useful to use that as a backup – and also because it offers a slightly different set of diagnostics.
If you’d like to try it out I’ve written a helper function that makes it easier apply directly to a linear model. You can find the function and a simple example here.
Filed under: R code, serious stats Tagged: multicollinearity, R, statistics, vif
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