MTest (Q5981291)

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A Procedure for Multicollinearity Testing using Bootstrap
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MTest
A Procedure for Multicollinearity Testing using Bootstrap

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    Functions for detecting multicollinearity. This test gives statistical support to two of the most famous methods for detecting multicollinearity in applied work: Klein’s rule and Variance Inflation Factor (VIF). See the URL for the papers associated with this package, as for instance, Morales-Oñate and Morales-Oñate (2015) <doi:10.33333/rp.vol51n2.05>.
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    6 October 2023
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    1.0.0
    18 July 2023
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    1.0.1
    20 September 2023
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    1.0.2
    6 October 2023
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