Calculate measures of collinearity

Source: R/collinearity.R

Calculate measures of collinearity

collinearity(formula, data, format = c("SeIF", "degrees", "radians",
  "VIF"))

Arguments

formula

a formula giving, on the right-hand side, the explanatory variables to be considered. Iteractions, etc. may also be specified.
data

a data frame from which to draw the variables in the formula
format

choice of "SeIF" for inflation of standard errors, "degrees" or "radians" for collinearity described as an angle or "VIF" for the variance inflation factor (which is the square of SeIF).

Examples

collinearity( ~ cyl * disp * hp, data = mtcars)
#>     expl_vars      SeIF
#> 1         cyl  19.38242
#> 2        disp  52.50735
#> 3          hp  38.99003
#> 4    cyl:disp  70.96065
#> 5      cyl:hp  57.14974
#> 6     disp:hp 152.54661
#> 7 cyl:disp:hp 170.88251
collinearity( ~ cyl * disp * hp, data = mtcars, format = "degrees")
#>     expl_vars   degrees
#> 1         cyl 2.9573819
#> 2        disp 1.0912613
#> 3          hp 1.4696593
#> 4    cyl:disp 0.8074570
#> 5      cyl:hp 1.0026065
#> 6     disp:hp 0.3755979
#> 7 cyl:disp:hp 0.3352953