VIF: Variance-inflaction factor.
In tsieger/tsiMisc: Miscelaneous utility functions, mostly related to exploratory statistical analysis
VIF R Documentation
Variance-inflaction factor.
Description
VIF computes multicolinearity-related diagnostic
statistics for a linear model with an absolute term.
Usage
VIF(m)
Arguments
m
linear model fitted by 'lm'
Details
The implementation was taken from Zvara2008.
Value
a matrix. In rows: diagnostic statistics related to individual
regressors in the original model.
In columns: regression coefficient estimate in a standardized
model, variance inflation factor, the coefficient of
determination R^2 in model explaining the current regressor using
all the others, and tolerance (1-R^2 = 1/VIF).
Author(s)
Tomas Sieger
References
Karel Zvara: Regrese, Matfyzpress Praha 2008
See Also
vif
Examples
require(stats)
require(datasets)
m<-lm(Sepal.Width~Sepal.Length+Petal.Width+Petal.Length,iris)
VIF(m)
tsieger/tsiMisc documentation built on Oct. 10, 2023, 10:24 p.m.
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| VIF | R Documentation |
Variance-inflaction factor.
Description
VIF computes multicolinearity-related diagnostic
statistics for a linear model with an absolute term.
Usage
VIF(m)Arguments
m |
linear model fitted by 'lm' |
Details
The implementation was taken from Zvara2008.
Value
a matrix. In rows: diagnostic statistics related to individual regressors in the original model. In columns: regression coefficient estimate in a standardized model, variance inflation factor, the coefficient of determination R^2 in model explaining the current regressor using all the others, and tolerance (1-R^2 = 1/VIF).
Author(s)
Tomas Sieger
References
Karel Zvara: Regrese, Matfyzpress Praha 2008
See Also
vif
Examples
require(stats)
require(datasets)
m<-lm(Sepal.Width~Sepal.Length+Petal.Width+Petal.Length,iris)
VIF(m)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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