[R] Variance Decomposition Proportion (Belsley, Kuh, Welsch)

Christoph Lehmann lehmann at puk.unibe.ch
Tue Feb 25 14:00:03 CET 2003


Hi, dear R

I am dealing with a dataset with collinearity. I want to use the
Variance Decomposition (Variance Proportion) method. I wonder if I can
find a function in R?

By the way: Does anybody know a nice tutorial about computing
regressions by means of  QR decompositions with pivoting (which R uses)
or an SVD? (thank you Brian for the hint!!)

Thanks a lot! 

Christoph

-- 
Christoph Lehmann                                              Phone: 
++41 31 930 93 83 
Department of Psychiatric Neurophysiology                      Mobile:
++41 31 570 28 00
University Hospital of Clinical Psychiatry                     Fax:   
++41 31 930 99 61 
Waldau                                                             
lehmann at puk.unibe.ch 
CH-3000 Bern 60                             
http://www.puk.unibe.ch/cl/pn_ni_cv_cl.html




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