MTest
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Software:5981291
A Procedure for Multicollinearity Testing using Bootstrap
Víctor Morales Morales-Oñate, Bolívar Morales-Oñate
Last update: 6 October 2023
Software version identifier: 1.0.0, 1.0.1, 1.0.2
Copyright license: GNU General Public License
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>.
