VIF: Calculate variance inflation factor (VIF) from the result of...

In fmsb: Functions for Medical Statistics Book with some Demographic Data

Calculate variance inflation factor (VIF) from the result of lm.

Description

To evaluate multicolinearity of multiple regression model, calculating the variance inflation factor (VIF) from the result of lm(). If VIF is more than 10, multicolinearity is strongly suggested.

Usage

VIF(X)

Arguments

X	The object with class "lm", which would be generated by lm().

Value

A variance inflation factor is returned.

Author(s)

Minato Nakazawa [e-mail] https://minato.sip21c.org/

Examples

 # the target multiple regression model
 res <- lm(Ozone ~ Wind+Temp+Solar.R, data=airquality)
 summary(res)
 # checking multicolinearity for independent variables.
 VIF(lm(Wind ~ Temp+Solar.R, data=airquality))
 VIF(lm(Temp ~ Wind+Solar.R, data=airquality))
 VIF(lm(Solar.R ~ Wind+Temp, data=airquality))

fmsb documentation built on May 29, 2024, 2:02 a.m.