VIF: 'VIF' function for assessing VIF.

In miceFast: Fast Imputations Using 'Rcpp' and 'Armadillo'

VIF function for assessing VIF.

Description

VIF measure how much the variance of the estimated regression coefficients are inflated. It helps to identify when the predictor variables are linearly related. You have to decide which variable should be delete. Usually values higher than 10 (around), mean a collinearity problem.

Usage

VIF(x, posit_y, posit_x, correct = FALSE)

## S3 method for class 'data.frame'
VIF(x, posit_y, posit_x, correct = FALSE)

## S3 method for class 'data.table'
VIF(x, posit_y, posit_x, correct = FALSE)

## S3 method for class 'matrix'
VIF(x, posit_y, posit_x, correct = FALSE)

Arguments

x	a numeric matrix or data.frame/data.table (factor/character/numeric) - variables
posit_y	an integer/character - a position/name of dependent variable. This variable is taken into account only for getting complete cases.
posit_x	an integer/character vector - positions/names of independent variables
correct	a boolean - basic or corrected - Default: FALSE

Value

load a numeric vector with VIF for all variables provided by posit_x

Methods (by class)

• VIF(data.frame):

• VIF(data.table):

• VIF(matrix):

Note

vif_corrected = vif_basic^(1/(2*df))

See Also

fill_NA fill_NA_N

Examples

## Not run: 
library(miceFast)
library(data.table)

airquality2 <- airquality
airquality2$Temp2 <- airquality2$Temp**2
airquality2$Month <- factor(airquality2$Month)
data_DT <- data.table(airquality2)
data_DT[, .(vifs = VIF(
  x = .SD,
  posit_y = "Ozone",
  posit_x = c("Solar.R", "Wind", "Temp", "Month", "Day", "Temp2"),
  correct = FALSE
))][["vifs.V1"]]

data_DT[, .(vifs = VIF(
  x = .SD,
  posit_y = 1,
  posit_x = c(2, 3, 4, 5, 6, 7),
  correct = TRUE
))][["vifs.V1"]]

## End(Not run)

miceFast documentation built on Nov. 18, 2022, 1:07 a.m.