A Guide to Using the R Package "multiColl" for Detecting Multicollinearity

Salmeron-Gomez, Roman; Garcia-Garcia, Catalina; Garcia-Perez, Jose

VL / 57 - BP / 529 - EP / 536
The detection of problematic collinearity in a linear regression model is treated in all the existing statistical software packages. However, such detection is not always done adequately. The main shortcomings relate to treatment of independent qualitative variables and completely ignoring the role of the intercept in the model (consequently, ignoring the nonessential collinearity). This paper presents theRpackagemultiColl, which implements the usually applied measures for detecting near collinearity while overcoming the weaknesses observed in other existing packages.

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