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mctest - Multicollinearity Diagnostic Measures
Package computes popular and widely used multicollinearity diagnostic measures \doi{10.17576/jsm-2019-4809-26} and \doi{10.32614/RJ-2016-062}. Package also indicates which regressors may be the reason of collinearity among regressors.
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4.94 score 3 dependents 946 scripts 1.4k downloadslmridge - Linear Ridge Regression with Ridge Penalty and Ridge Statistics
Linear ridge regression coefficient's estimation and testing with different ridge related measures such as MSE, R-squared etc. REFERENCES i. Hoerl and Kennard (1970) <doi:10.1080/00401706.1970.10488634>, ii. Halawa and El-Bassiouni (2000) <doi:10.1080/00949650008812006>, iii. Imdadullah, Aslam, and Saima (2017), iv. Marquardt (1970) <doi:10.2307/1267205>.
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2.57 score 2 stars 92 scripts 485 downloads