mctest (Q39501)
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Multicollinearity Diagnostic Measures
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | mctest |
Multicollinearity Diagnostic Measures |
Statements
expanded from: GPL (≥ 2) (English)
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18 January 2026
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Package computes popular and widely used multicollinearity diagnostic measures \doi{10.17576/jsm-2019-4809-26} and \doi{10.32614/RJ-2016-062}. Package also indicates which regressors may be the reason of collinearity among regressors.
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