NEWS | R Documentation |
News for Package 'mctest'
change in mctest version 1.3.1 (2020-06-29)
-
Input argument
x
in all functions ofmctest
package is changed tomodel.matrix()
instead ofas.matrix()
for the acdeptance of factor variables as regressors. The numeric condition ofX
matrix is also omitted.
Changes in mctest version 1.3 (2020-05-20)
-
Input argument
x
andy
are deferred. -
A model object (
mod
), not necessarily typelm
is taken as input argument in all of the functionsmctest()
,imcdiag()
,omcdiag()
,eigprop()
, andmc.plot()
. -
VIF and Eigen values reference line (agains threshold value) in
mc.plot()
is enhanced.
Changes in mctest version 1.25 (2019-11-09)
-
A Correction in is made in Farrar and Glauber Chi-Square formula.
-
Collinearity diagnostics
IND1
andIND2
are added.
Changes in mctest version 1.2 (2018-02-24)
-
A function
eigprop()
is added that computes the eigenvalues, condition indices and variance decomposition proportion collinearity diagnostic procedures found in Belsley, Kuh, and Welsch (1980). -
References are updated and doi are added.
-
The x-axis label is removed to avoid the confusion of relating regressors with eigenvalues dimensions.
Changes in mctest version 1.11 (2017-10-28)
-
References are updated.
-
In
omcdiag()
andimcdiag()
output, "COLLINEARITY in not detected by the test" is replaced by "COLLINEARITY is not detected by the test" -
In
omcdiag
output, "Condition Indices" is updated to "Condition Indices"
Changes in mctest version 1.1 (2016-12-05)
Addition
An option (
all
) forimcdiag()
andmctest()
is included that will show the output for all individual multicollinearity diagnostics as 1 or 0 if the values are above or below the threshold.Examples related to the use of
all
argument are added.Help files are improved.
Bug Fix
Bug is fixed.