#----------------------------------------# #--- Detecting Multicollinearity in R ---# #----------------------------------------# #When importing data, it is best to use .csv format bodyfat <- read.csv('bodyfat-reduced.csv') plot(bodyfat) #calculate the correlation matrix myCorr = cor(bodyfat) myCorr # Eigensystem Analysis eigen(cor(bodyfat))$values # Condition Number: Ratio of max to min Eigen values of the correlation matrix max(eigen(cor(bodyfat))$values)/min(eigen(cor(bodyfat))$values) kappa(cor(bodyfat), exact = TRUE) model = lm(BodyFat~., data = bodyfat) # variance inflation factors (Are any > 5 or 10?) library(car) vif(model) mean(vif(model)) #Is the mean VIF much bigger than 1?