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Input argument x
in all functions of mctest
package is changed to model.matrix()
instead of as.matrix()
for the acdeptance of factor variables as regressors. The numeric condition of X
matrix is also omitted.
Input argument x
and y
are deferred.
A model object (mod
), not necessarily type lm
is taken as input argument in all of the functions mctest()
, imcdiag()
, omcdiag()
, eigprop()
, and mc.plot()
.
VIF and Eigen values reference line (agains threshold value) in mc.plot()
is enhanced.
A Correction in is made in Farrar and Glauber Chi-Square formula.
Collinearity diagnostics IND1
and IND2
are added.
A function eigprop()
is added that computes the eigenvalues, condition indices and variance decomposition proportion collinearity diagnostic procedures found in Belsley, Kuh, and Welsch (1980).
References are updated and doi are added.
The x-axis label is removed to avoid the confusion of relating regressors with eigenvalues dimensions.
References are updated.
In omcdiag()
and imcdiag()
output, "COLLINEARITY in not detected by the test" is replaced by "COLLINEARITY is not detected by the test"
In omcdiag
output, "Condition Indices" is updated to "Condition Indices"
An option (all
) for imcdiag()
and mctest()
is included that will show the output for all individual multicollinearity diagnostics as 1 or 0 if the values are above or below the threshold.
Examples related to the use of all
argument are added.
Help files are improved.
Bug is fixed.