Chapter 6 Mulitcollinearity
6.1 Exercise 1
Consider the sleep data set from this chapter. You can load the data and then drop any observations with missing predictors using:
library(openintro)
library(dplyr)
data(mammals, package="openintro")
mammals <- mammals %>% dplyr::select(total_sleep, life_span, gestation,
brain_wt, body_wt, predation,
exposure, danger) %>%
filter(complete.cases(.))
- Reproduce the output in the Book showing VIFs associated with the following model:
fullmodel <- lm(total_sleep ~ log(body_wt) + log(brain_wt) + life_span + gestation +
predation + exposure + danger, data= mammals)
- Consider pairwise correlations among the different predictor variables and your understanding of what these variables measure. Using this information, eliminate 2 or more predictors from consideration. How does eliminating these predictors change the VIFs? How do the estimated coefficients and their standard errors change once collinear variables are eliminated?