VIF: Calculate variance inflation factors for assessing...

In qureshlatif/QSLpersonal: Quresh's Personal Package

Calculate variance inflation factors for assessing multicollinearity.

Description

Calculates variance inflation factors for all indicated variables appearing in data frame.

Usage

VIF(data, vars = names(data), returnModels = F)

Arguments

data	Data frame containing covariates of interest for multiple regression or multivariate regression-based analysis.
vars	Character vector listing names of covariates in 'data' for which variance inflation factors are desired. Default is all columns in 'data'.
returnModels	If 'TRUE' model objects regressing each variable against all other variables in 'vars' are returned in list form. If 'FALSE' (default), only VIF values are returned.

Value

If returnModels == TRUE, a list whose first element ('vif') is a vector of length = length(vars) containing variance inflation factors (VIF = 1 / (1 - R^2)), and second element is a list of length = length(vars) with lm model objects as elements. If returnModels == FALSE, only VIFs are returned as numeric vector.

Author(s)

Quresh S. Latif

qureshlatif/QSLpersonal documentation built on Sept. 12, 2023, 6:24 p.m.