| shared.r2 |
|
Shared R2
for an array of covariates |
- DESCRIPTION
- Computes shared R2 for each column of a numeric array.
-
- USAGE
- shared.r2(x)
-
- REQUIRED ARGUMENTS
- x - numeric two dimensional array
-
- VALUE
- Named vector containing shared R2 values
-
- DETAILS
- Shared R2 is the R2 value obtained from regression each column on
the other columns of the array. High R2 values indicate collinearity.
-
- REFERENCES
- Hamilton, L. C. (1992). Regression with graphics. Duxbury, Belmont, CA.
-
- EXAMPLES
- lm.obj <- lm(y~x1+x2+x3)
r2 <- shared.r2(cbind(x1,x2,x2))
Gordon Smyth.
Copyright © 1996-2016. Last modified:
10 February 2004
