Try the function vif() from the package "car" to get variance inflation
factors.
Best,
Jens
Prof. Dr. Jens Krüger
Darmstadt University of Technology
Department of Law and Economics
Empirical Economics
Marktplatz 15
Residenzschloss
D-64283 Darmstadt
Germany
Tel.: +49/6151/16-3693
Fax: +49/6151/16-3897
Email: jjk(a)vwl.tu-darmstadt.de
----- Ursprüngliche Mail -----
Von: "Kosuke Imai" <kimai(a)Princeton.Edu>
An: "Casey Klofstad" <klofstad(a)gmail.com>
CC: zelig(a)lists.gking.harvard.edu
Gesendet: Donnerstag, 28. April 2011 14:06:08
Betreff: Re: [zelig] test for multicollinearity in Zelig
There is no built-in test in Zelig but any test that works with lm object (from other
packages) should work.
Kosuke Imai
Princeton University
http://imai.princeton.edu
Sent from my iPhone
On Apr 27, 2011, at 1:20 PM, Casey Klofstad <klofstad(a)gmail.com> wrote:
Hey all-
Forgive me if this has been addressed elsewhere, but is there a way to
get multicollinearity diagnostics from Zelig output? I am using the
simple "ls" model.
Thanks much,
-c
--
Casey A. Klofstad
University of Miami, Political Science
http://www.as.miami.edu/personal/cklofstad
************
Please check out my book at:
http://www.temple.edu/tempress/titles/2099_reg.html
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