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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.4 |
rolling linux/jammy R-4.5 | MTest_1.0.4.tar.gz |
345.2 KiB |
1.0.4 |
rolling linux/noble R-4.5 | MTest_1.0.4.tar.gz |
345.1 KiB |
1.0.4 |
rolling source/ R- | MTest_1.0.4.tar.gz |
310.6 KiB |
1.0.4 |
latest linux/jammy R-4.5 | MTest_1.0.4.tar.gz |
345.2 KiB |
1.0.4 |
latest linux/noble R-4.5 | MTest_1.0.4.tar.gz |
345.1 KiB |
1.0.4 |
latest source/ R- | MTest_1.0.4.tar.gz |
310.6 KiB |
1.0.4 |
2026-04-26 source/ R- | MTest_1.0.4.tar.gz |
310.6 KiB |
1.0.4 |
2026-04-23 source/ R- | MTest_1.0.4.tar.gz |
310.6 KiB |
1.0.4 |
2026-04-09 windows/windows R-4.5 | MTest_1.0.4.zip |
347.9 KiB |
1.0.2 |
2025-04-20 source/ R- | MTest_1.0.2.tar.gz |
307.0 KiB |