vif: Calcula o VIF

Description Usage Arguments Value Note Author(s) References Examples

Description

Recebe objeto lm ou glm e calcula o VIF (Variance Infraction Factor) das vari<c3><a1>veis envolvidas no modelo.

Usage

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vif(obj, digits = 5)

Arguments

obj

Objeto lm ou glm

digits

N<c3><ba>mero de casas decimais da sa<c3><ad>da

Value

Vetor com o valor do VIF das vari<c3><a1>veis envolvidas

Note

Se houver algum error ou n<c3><a3>o for poss<c3><ad>vel calcular VIF, o n<c3><ba>mero 9999 retornar<c3><a1>

Author(s)

GIOLO, S. R. LOPES, J. E.

References

Fox, J. and Monette, G. (1992) Generalized collinearity diagnostics. JASA, 87, 178-183.

Fox, J. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.

Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.

Examples

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data(mensal)
glmdata <- my_glm_data(mensal, 1, 12, "neg","hdw")
damod <- glmdata$ds_modelagem
vresposta <- glmdata$respostas[5]
explicativas <- glmdata$explicativas[1:3]
mreg <- paste(vresposta, " ~ 1")
fun  <- as.formula(paste(c(mreg, explicativas), collapse=" + "))
lmfit <- lm(fun, data = damod)
#lmfit <- model.select(lmfit, sig = 0.05, verbose = TRUE)
vif(lmfit)

evandeilton/RTFC documentation built on May 29, 2019, 10:37 a.m.