MTest

A Procedure for Multicollinearity Testing using Bootstrap

Bolívar Morales-Oñate, Víctor Morales Morales-Oñate

Last update: 6 October 2023

Copyright license: GNU General Public License

Software version identifier: 1.0.0, 1.0.1, 1.0.2

Description

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>.

Cites work

MTest: a bootstrap test for multicollinearity

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