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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

VersionRepositoryFileSize
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

Dependencies (latest)

Imports