MCTest is a package for computing popular multicollinearity diagnostic measures, as referenced in two academic papers. The package, authored by Muhammad Imdad Ullah, also indicates which regressors may be the source of collinearity. It is hosted on the paperswithcode platform.
Use Cases
- Diagnose multicollinearity in regression models based on the package's diagnostic measures.
- Identify problematic regressors causing collinearity based on the package's indication feature.
- Validate regression model assumptions prior to inference or prediction based on the computed diagnostics.
Strengths
- Implements measures from two peer-reviewed academic publications.
- Provides specific indication of which regressors are causing collinearity issues.
Limitations
- Description metadata is limited; actual data quality requires manual inspection after download.
- Column-level documentation is absent; field semantics must be inferred after download.
Provenance
- Source
- Muhammad Imdad Ullah
- Collection Method
- Software package for statistical computation.
- Time Range
- null
- Freshness
- Last update date is unknown; freshness unverified.
- Geography
- null