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wilna (1) [Avatar] Offline
Hi, I want to do a collinearity test, thus I want to test my predictor var (e.g species density) against 19 environmental variables and see which variables are collinear.
robert.kabacoff (170) [Avatar] Offline
Re: Collinearity
You can evaluate multicolinearity with the vif() function in the car package.

Let's say that you are predicting Y from X1, X2, X3, X4, and X5.

fit <- lm(Y ~ X1+X2+X3+X4+X5, data=mydata)


If the sqare root of the VIF for any variable is greater than 2, you probably have a multicolinearity issue.

sqrt(vif(fit)) > 2

See page 198 of the book for more details.

Hope this helps.