R/Mod_VIF.R

In DescTools: Tools for Descriptive Statistics

# VIF

VIF <- function(mod) {



  # original from car: Henric Nilsson and John Fox

  if (any(is.na(coef(mod))))
    stop ("there are aliased coefficients in the model")

  v <- vcov(mod)
  assign <- attr(model.matrix(mod), "assign")
  if (names(coefficients(mod)[1]) == "(Intercept)") {
    v <- v[-1, -1]
    assign <- assign[-1]
  }
  else warning("No intercept: vifs may not be sensible.")

  terms <- labels(terms(mod))
  n.terms <- length(terms)

  if (n.terms < 2) stop("model contains fewer than 2 terms")

  R <- cov2cor(v)

  detR <- det(R)
  result <- matrix(0, n.terms, 3)
  rownames(result) <- terms
  colnames(result) <- c("GVIF", "Df", "GVIF^(1/(2*Df))")

  for (term in 1:n.terms) {
    subs <- which(assign == term)
    result[term, 1] <- det(as.matrix(R[subs, subs])) *
      det(as.matrix(R[-subs, -subs])) / detR
    result[term, 2] <- length(subs)
  }

  if (all(result[, 2] == 1)) result <- result[, 1]
  else result[, 3] <- result[, 1]^(1/(2 * result[, 2]))
  result
}

# ????
# this will presumably not be found without a S3method declaration, but John doesn't declare it either
model.matrix.gls <- function(object, ...){
  model.matrix(formula(object), data=eval(object$call$data))
}