MTest: A Procedure for Multicollinearity Testing using Bootstrap

Functions for detecting multicollinearity. This test gives statistical support to two of the most famous methods for detecting multicollinearity in applied work: Klein’s rule and Variance Inflation Factor (VIF). See the URL for the papers associated with this package, as for instance, Morales-Oñate and Morales-Oñate (2015) <doi:10.33333/rp.vol51n2.05>.

Version: 1.0.2
Depends: R (≥ 4.1.0)
Imports: car, ggplot2, plotly
Published: 2023-10-06
Author: Víctor Morales-Oñate ORCID iD [aut, cre], Bolívar Morales-Oñate ORCID iD [aut]
Maintainer: Víctor Morales-Oñate <victor.morales at uv.cl>
BugReports: https://github.com/vmoprojs/MTest/issues
License: GPL (≥ 3)
URL: https://github.com/vmoprojs/MTest
NeedsCompilation: no
CRAN checks: MTest results

Documentation:

Reference manual: MTest.pdf

Downloads:

Package source: MTest_1.0.2.tar.gz
Windows binaries: r-prerel: MTest_1.0.2.zip, r-release: MTest_1.0.2.zip, r-oldrel: MTest_1.0.2.zip
macOS binaries: r-prerel (arm64): MTest_1.0.2.tgz, r-release (arm64): MTest_1.0.2.tgz, r-oldrel (arm64): MTest_1.0.2.tgz, r-prerel (x86_64): MTest_1.0.2.tgz, r-release (x86_64): MTest_1.0.2.tgz
Old sources: MTest archive

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