R/VIF.R

In multiColl: Collinearity detection in a multiple linear regression model

VIF <-
function(X, dummy=F, pos=NULL){
  X = as.matrix(X)
  if (dim(X)[2] == 2){
   salida = "At least 3 independent variables are needed (including the intercept)"
  } else {
    if (dummy == T){
      x = as.matrix(X[,-c(1,pos)])
      if ((dim(x)[2] == 0) || (dim(x)[2] == 1)){
        salida = "At least 2 quantitative independent variables are needed (excluding the intercept)"
      } else {
        vifs = diag(solve(cor(x)))
        salida = vifs
      }
    } else {
      x = as.matrix(X[,-1])
      vifs = diag(solve(cor(x)))
      salida = vifs
    }
  }
  return(salida)
}