Differences

This shows you the differences between two versions of the page.

--- multicollinearity [2023/05/17 12:10] – [using VIF (Variance Inflation Factors)] hkimscil
+++ multicollinearity [2023/05/22 07:57] (current) – [Testing with correlation matrix] hkimscil
@@ Line 7: / Line 7: @@
 see [[:Singularity]] \\
-====== Testing with correlation matrix ======
+====== Testing multicollinearity with correlation matrix ======
 <code>
 options(digits = 4)
@@ Line 91: / Line 91: @@
 >
 </code>
+R 에서는
+<code>
+m.a <- lm(FGPA ~ SATV+HSGPA, data = scholar)
+summary(m.a)
+# install.packages("olsrr")
+# library(olsrr)
+ols_vif_tol(m.a)
+</code>
+<code>
+> m.a <- lm(FGPA ~ SATV+HSGPA, data = scholar)
+> summary(m.a)
+Call:
+lm(formula = FGPA ~ SATV + HSGPA, data = scholar)
+Residuals:
+    Min      1Q  Median      3Q     Max
+-0.2431 -0.1125 -0.0286  0.1269  0.2716
+Coefficients:
+            Estimate Std. Error t value Pr(>|t|)
+(Intercept) 0.233102   0.456379    0.51    0.625
+SATV        0.000151   0.001405    0.11    0.917
+HSGPA       0.845192   0.283816    2.98    0.021 *
+---
+Signif. codes:
+‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
+Residual standard error: 0.192 on 7 degrees of freedom
+Multiple R-squared:  0.851,	Adjusted R-squared:  0.809
+F-statistic: 20.1 on 2 and 7 DF,  p-value: 0.00126
+> # install.packages("olsrr")
+> # library(olsrr)
+> ols_vif_tol(m.a)
+  Variables Tolerance   VIF
+      SATV    0.2352 4.251
+     HSGPA    0.2352 4.251
+>
+</code>
+====== using condition index ======
+<code>
+ols_eigen_cindex(m.a)
+</code>
+<code>
+> ols_eigen_cindex(m.a)
+  Eigenvalue Condition Index intercept      SATV     HSGPA
+   2.983908            1.00  0.001961 0.0006461 0.0004659
+   0.013568           14.83  0.837019 0.1204555 0.0222304
+   0.002524           34.38  0.161020 0.8788984 0.9773037
+>
+</code>
 {{tag>multicollinearity singularity regression preassumption statistics }}