News for Package 'mctest'

change in mctest version 1.3.1 (2020-06-29)

• Input argument x in all functions of mctest package is changed to model.matrix() instead of as.matrix() for the acdeptance of factor variables as regressors. The numeric condition of X matrix is also omitted.

Changes in mctest version 1.3 (2020-05-20)

• Input argument x and y are deferred.

• A model object (mod), not necessarily type lm is taken as input argument in all of the functions mctest(), imcdiag(), omcdiag(), eigprop(), and mc.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 and IND2 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() and imcdiag() 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) for imcdiag() and mctest() 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.