VIF | R Documentation |
VIF
computes multicolinearity-related diagnostic
statistics for a linear model with an absolute term.
VIF(m)
m |
linear model fitted by 'lm' |
The implementation was taken from Zvara2008.
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).
Tomas Sieger
Karel Zvara: Regrese, Matfyzpress Praha 2008
vif
require(stats)
require(datasets)
m<-lm(Sepal.Width~Sepal.Length+Petal.Width+Petal.Length,iris)
VIF(m)
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