wiki:Collinearity

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  • 1st method : ACP
  • 2nd method : Hierarchical cluster analysis

In the library Hmisc, varclus draws a variable clustering dendrogram.
See in :

http://www.mced-ecology.org/wp-content/uploads/2011/02/Dormann_Kaschner_MCED2.pdf

To reduce the collinearity we selected one variable from each cluster independently in the model.

http://www.epa.gov/caddis/da_exploratory_5.details.html

Venables and Ripley (2002)
http://www.stats.ox.ac.uk/pub/MASS4/
http://www.planta.cn/forum/files_planta/modern_applied_statistics_with_s_192.pdf

Harrell
http://lib.stat.cmu.edu/S/Harrell/doc/splus.pdf