INTERNAL_.CalculateVIFsLM: Calculate variance inflation factors from a design matrix
In csoneson/ExploreModelMatrix: Graphical Exploration of Design Matrices

.CalculateVIFsLM

R Documentation

Calculate variance inflation factors from a design matrix

Description

The calculation of VIFs is done by fitting a linear model for each column in the design matrix, with all the other columns (except the intercept) as predictors. If there is an intercept (a column named "(Intercept)") in the original design matrix, each linear model will be fit with an intercept. If there is no such column in the original design matrix, the linear models will be fit without an intercept. After fitting the linear model for column i, the corresponding VIF is calculated as 1/(1-R^2), where R^2 is the coefficient of determination of the model. "Inf" results (obtained when R^2=1) are replaced by NAs.

Usage

.CalculateVIFsLM(mm)

Arguments

`mm`	A model.matrix object

Value

A data.frame with estimated VIFs for each coefficient, or NULL if the calculations could not be performed (there are no non-intercept columns in the design matrix, or the linear model fitting fails).