stepwise.vif: Automated Stepwise Variance Inflation Factor Analysis

In software-analytics/Rnalytica: An R package of JIRA defect datasets and tool suites for explainable software analytics

Description

This function automatically select non-correlated metrics based on a Variance Inflation Factor analysis. To do so, we exclude the metric that has the highest VIF score above a threshold value (default = 5) since the metric is the most predictable by others. We repeat an application of VIF analysis on the remaining metrics until all remaining metrics have their VIF scores below a threshold value and free from multicollinearity.

Usage

stepwise.vif(dataset, metrics, vif.threshold = 5, verbose = F)

Arguments

dataset	a data frame for data
metrics	a characters or a vector of characters for independent variables
vif.threshold	a numeric for a threshold of VIF score (default = 5)
verbose	TRUE for printing

software-analytics/Rnalytica documentation built on Aug. 16, 2020, 9:38 p.m.