[R] mutlicollinearity and MM-regression

Carsten.Colombier@efv.admin.ch Carsten.Colombier at efv.admin.ch
Mon Aug 16 09:32:08 CEST 2004

Dear R users,

Usually the variance-inflation factor, which is based on R^2, is used as a
measure for multicollinearity. But, in contrast to OLS regression there is
no robust R^2 available for MM-regressions in R. Do you know if an
equivalent or an alternative nmeasure of multicollinearity is available for
MM-regression in R?

With best regards,
Carsten Colombier

Dr. Carsten Colombier
Group of Economic Advisers
Swiss Federal Finance Administration
Bundesgasse 3
CH-3003 Bern

phone +41 31 322 63 32
fax +41 31 323 08 33
email: carsten.colombier at efv.admin.ch

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