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multiColl

swMATH ID: 30768
Software Authors: Román Salmerón, Catalina García, José García
Description: R package multiColl: Collinearity Detection in a Multiple Linear Regression Model. The detection of worrying approximate collinearity in a multiple linear regression model is a problem addressed in all existing statistical packages. However, we have detected deficits regarding to the incorrect treatment of qualitative independent variables and the role of the intercept of the model. The objective of this package is to correct these deficits. In this package will be available detection and treatment techniques traditionally used as the recently developed. D.A. Belsley (1982) <doi:10.1016/0304-4076(82)90020-3>. D. A. Belsley (1991, ISBN: 978-0471528890). C. Garcia, R. Salmeron and C.B. Garcia (2019) <doi:10.1080/00949655.2018.1543423>. R. Salmeron, C.B. Garcia and J. Garcia (2018) <doi:10.1080/00949655.2018.1463376>. G.W. Stewart (1987) <doi:10.1214/ss/1177013444>.
Homepage: https://cran.r-project.org/web/packages/multiColl/index.html
Source Code:  https://github.com/cran/multiColl
Dependencies: R
Keywords: arXiv_stat.CO; arXiv_stat.ME; R; R package; multicollinearity; Multiple Linear Regression Model; Detection; Intercept; Dummy; econometric software
Related Software: R; mctest; car; perturb; Stata; SPSS; gretl
Cited in: 2 Documents

Standard Articles

1 Publication describing the Software Year
"multiColl": An R package to detect multicollinearity
Román Salmerón, Catalina García, José García
2019

Cited in 1 Serial

2 Computational Statistics

Cited in 1 Field

2 Statistics (62-XX)

Citations by Year