R/vifx.R

In bestglm: Best Subset GLM and Regression Utilities

Defines functions vifx

Documented in vifx

vifx <- function(X){
  Xs <- scale(X)
  xx <- t(Xs)%*%Xs/(nrow(X)-1) #put in correlation form
  diag(solve(xx)) #VIF are the diagnonal elements of the inverse
}

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