[R] mutlicollinearity and MM-regression

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Aug 16 09:44:38 CEST 2004

On Mon, 16 Aug 2004 Carsten.Colombier at efv.admin.ch wrote:

> Dear R users,
> Usually the variance-inflation factor, which is based on R^2, is used as a
> measure for multicollinearity. 

I disagree, strongly, that this is `usual' practice.

> 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?

?kappa .

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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