vifx: Variance Inflation Factor

Description

Variance inflation factor is computed for a given regression design matrix.

Usage

1
vifx(X)

Arguments

X

Design matrix, should include column of 1's if there is an intercept term.

Details

The design matrix is assumed to be of full rank.

Value

the variance inflation factors for each column

Author(s)

A. I. McLeod

Examples

1
2

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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