Description Usage Arguments Details Value Author(s) References
Calculates variance inflation factors and correlation matrix for a list of variables and a given dataset.
1 |
data |
Data frame with all variables of interest for which correlation matrix and variance inflation factors are desired (named in 'vars'). |
vars |
Character vector listing column names in 'data' containing variables of interest. |
Variance inflation factors (VIF = 1/[1 - R-squared]; Neter et al. 1996) and correlation matrix contains Pearson's coefficients. These can be used to assess the presence of multicollinearity for any multivariate linear modeling, after which variable combinations associated with multicollinearity can be dropped from consideration.
VIF |
Numeric vector (length = length(vars)) of variance inflation factors. |
cmat |
Matrix of Pearson's correlation coefficients (dim = c(length(vars), length(vars))). |
Quresh S. Latif, Rocky Mountain Research Station, U.S. Forest Service
Neter, J., M. H. Kutner, C. J. Nachtsheim, and W. Wasserman. 1996. Applied linear statistical models. Times Mirror Higher Education Group, Inc.
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