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(This article was first published on <strong><a href="http://apicdn.viglink.com/api/click?format=go&key=949efb41171ac6ec1bf7f206d57e90b8&loc=https%3A%2F%2Fwww.r-bloggers.com%2Ffeed%2F&out=https%3A%2F%2Fseriousstats.wordpress.com%2F2017%2F05%2F31%2Fvif-and-multicollinearity-diagnostics%2F"> R code – Serious Stats</a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>In the book I use the <a rel="nofollow" href="http://apicdn.viglink.com/api/click?format=go&key=949efb41171ac6ec1bf7f206d57e90b8&loc=https%3A%2F%2Fwww.r-bloggers.com%2Ffeed%2F&out=https%3A%2F%2Fwww.rdocumentation.org%2Fpackages%2Fcar%2Fversions%2F2.1-4%3Ftap_a%3D5644-dce66f%26tap_s%3D10907-287229" target="_blank">car</a> package to get VIF and other multicollinearity diagnostics. I’ve occasionally found this breaks down (usually through mixing different versions of R on different machines at work home or on the move). I recently saw the <a rel="nofollow" href="http://apicdn.viglink.com/api/click?format=go&key=949efb41171ac6ec1bf7f206d57e90b8&loc=https%3A%2F%2Fwww.r-bloggers.com%2Ffeed%2F&out=https%3A%2F%2Fwww.rdocumentation.org%2Fpackages%2Fmctest%2Fversions%2F1.1%3Ftap_a%3D5644-dce66f%26tap_s%3D10907-287229" target="_blank">mctest </a>package and thought it would be useful to use that as a backup – and also because it offers a slightly different set of diagnostics.</p>
<p>If you’d like to try it out I’ve written a helper function that makes it easier apply directly to a linear model. You can find the function and a simple example <a rel="nofollow" href="http://apicdn.viglink.com/api/click?format=go&key=949efb41171ac6ec1bf7f206d57e90b8&loc=https%3A%2F%2Fwww.r-bloggers.com%2Ffeed%2F&out=http%3A%2F%2Frpubs.com%2Fseriousstats%2Fvif" target="_blank">here</a>.</p>
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<p>Filed under: <a rel="nofollow" href="https://seriousstats.wordpress.com/category/r-code/" target="_blank">R code</a>, <a rel="nofollow" href="https://seriousstats.wordpress.com/category/serious-stats/" target="_blank">serious stats</a> Tagged: <a rel="nofollow" href="https://seriousstats.wordpress.com/tag/multicollinearity/" target="_blank">multicollinearity</a>, <a rel="nofollow" href="https://seriousstats.wordpress.com/tag/r/" target="_blank">R</a>, <a rel="nofollow" href="https://seriousstats.wordpress.com/tag/statistics/" target="_blank">statistics</a>, <a rel="nofollow" href="https://seriousstats.wordpress.com/tag/vif/" target="_blank">vif</a> <img border="0" alt="" src="https://i1.wp.com/pixel.wp.com/b.gif?resize=1%2C1&ssl=1" data-recalc-dims="1"></p>
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