R/VIF.R

In regclass: Tools for an Introductory Class in Regression and Modeling

VIF <- function (mod) 
{
  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
}