vif: Variance Inflation Factors

In ShichenXie/scorecard: Credit Risk Scorecard

Variance Inflation Factors

Description

vif calculates variance-inflation and generalized variance-inflation factors for linear, generalized linear to identify collinearity among explanatory variables.

Usage

vif(model, merge_coef = FALSE)

Arguments

model	A model object.
merge_coef	Logical, whether to merge with coefficients of model summary matrix. Defaults to FALSE.

Value

A data frame with columns for variable and gvif, or additional columns for df and gvif^(1/(2*df)) if provided model uses factor variable.

See Also

https://cran.r-project.org/package=car

Examples

data(germancredit)

# Example I
fit1 = glm(creditability~ age.in.years + credit.amount +
  present.residence.since, family = binomial(), data = germancredit)
vif(fit1)
vif(fit1, merge_coef=TRUE)

# Example II
fit2 = glm(creditability~ status.of.existing.checking.account +
  credit.history + credit.amount, family = binomial(), data = germancredit)
vif(fit2)
vif(fit2, merge_coef=TRUE)

ShichenXie/scorecard documentation built on April 17, 2024, 8:55 p.m.