INTERNAL_.CalculateVIFsLM: Calculate variance inflation factors from a design matrix
In ExploreModelMatrix: Graphical Exploration of Design Matrices
Description
Usage
Arguments
Value
Author(s)
Description
The calculation of VIFs is done by fitting a linear model for each column in
the design matrix, with all the other columns (except the intercept) as
predictors. If there is an intercept (a column named "(Intercept)") in the
original design matrix, each linear model will be fit with an intercept. If
there is no such column in the original design matrix, the linear models will
be fit without an intercept. After fitting the linear model for column i, the
corresponding VIF is calculated as 1/(1-R^2), where R^2 is the coefficient of
determination of the model. "Inf" results (obtained when R^2=1) are replaced
by NAs.
Usage
1
.CalculateVIFsLM(mm)
Arguments
mm
A model.matrix object
Value
A data.frame with estimated VIFs for each coefficient, or NULL if the
calculations could not be performed (there are no non-intercept columns in
the design matrix, or the linear model fitting fails).
Author(s)
Charlotte Soneson
ExploreModelMatrix documentation built on Nov. 8, 2020, 6:49 p.m.
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Description Usage Arguments Value Author(s)
Description
The calculation of VIFs is done by fitting a linear model for each column in the design matrix, with all the other columns (except the intercept) as predictors. If there is an intercept (a column named "(Intercept)") in the original design matrix, each linear model will be fit with an intercept. If there is no such column in the original design matrix, the linear models will be fit without an intercept. After fitting the linear model for column i, the corresponding VIF is calculated as 1/(1-R^2), where R^2 is the coefficient of determination of the model. "Inf" results (obtained when R^2=1) are replaced by NAs.
Usage
1 | .CalculateVIFsLM(mm)
|
Arguments
mm |
A model.matrix object |
Value
A data.frame with estimated VIFs for each coefficient, or NULL if the calculations could not be performed (there are no non-intercept columns in the design matrix, or the linear model fitting fails).
Author(s)
Charlotte Soneson
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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