Comprehensive multicollinearity diagnostics
Usage
collinearity_diagnostics(X, column_names = NULL)
Arguments
- X
Design matrix.
- column_names
Optional column names.
Value
A morie_collinearity_diagnostics list.
Examples
set.seed(7)
X <- matrix(rnorm(200), 50, 4)
r <- collinearity_diagnostics(X)
r$vif
#> X0 X1 X2 X3
#> 1.023109 1.055574 1.113900 1.067623
r$condition_number
#> [1] 1.431094
