Testing for multicollinearity when there are factors
is it possible to chec开发者_如何学运维k for multicollinearity in a model with Dummyvariables? Assume the following example
treatment <- factor(rep(c(1, 2), c(43, 41)), levels = c(1, 2), labels = c("placebo", "treated"))
improved <- factor(rep(c(1, 2, 3, 1, 2, 3), c(29, 7, 7, 13, 7, 21)), levels = c(1, 2, 3), labels = c("none", "some", "marked"))
numberofdrugs <- rpois(84, 5)+1
healthvalue <- rpois(84,5)
y <- data.frame(healthvalue,numberofdrugs, treatment, improved)
test <- lm(healthvalue~numberofdrugs+treatment+improved, y)
What am I supposed to do, when I want to check if multicollinearity occurs in such a model?
You can calculate the VIF for your predictors to quantify the amount of multicollinearity:
library(car)
vif(test)
GVIF Df GVIF^(1/(2*Df))
numberofdrugs 1.035653 1 1.017670
treatment 1.224984 1 1.106790
improved 1.193003 2 1.04510
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