[R] Collinearity in Linear Multiple Regression

[Stephan Kolassa]

Hi Alex,

I personally have had more success with the (more complicated) 
collinearity diagnostics proposed by Belsley, Kuh & Welsch in their book 
"Regression Diagnostics" than with Variance Inflation Factors. See also:

Belsley, D. A. A Guide to using the collinearity diagnostics. 
Computational Economics, 1991, 4, 33-50

However, I know of no R package that implements these diagnostics. 
Anyway, it's not hard to do so oneself.

Good luck!
Stephan


Alex Roy schrieb:
> Dear all,
>                   How can I test for collinearity in the predictor data set
> for multiple linear regression.
> 
> Thanks
> 
> Alex
> 
> 	[[alternative HTML version deleted]]
> 
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