Last chance! 50% off unlimited learning
Sale ends in
Computes variance inflation factors from the covariance matrix of parameter estimates, using the method of Davis et al. (1986), which is based on the correlation matrix from the information matrix.
vif(fit)
an object created by lrm
, ols
, psm
, cph
,
Rq
, Glm
, glm
vector of vifs
Davis CE, Hyde JE, Bangdiwala SI, Nelson JJ: An example of dependencies among variables in a conditional logistic regression. In Modern Statistical Methods in Chronic Disease Epidemiology, Eds SH Moolgavkar and RL Prentice, pp. 140--147. New York: Wiley; 1986.
rmsMisc
(for num.intercepts
# NOT RUN {
set.seed(1)
x1 <- rnorm(100)
x2 <- x1+.1*rnorm(100)
y <- sample(0:1, 100, TRUE)
f <- lrm(y ~ x1 + x2)
vif(f)
# }
Run the code above in your browser using DataLab