car (version 3.1-2)

vif: Variance Inflation Factors


Calculates variance-inflation and generalized variance-inflation factors (VIFs and GVIFs) for linear, generalized linear, and other regression models.


vif(mod, ...)

# S3 method for default vif(mod, ...)

# S3 method for lm vif(mod, type=c("terms", "predictor"), ...)

# S3 method for merMod vif(mod, ...)

# S3 method for polr vif(mod, ...)

# S3 method for svyolr vif(mod, ...)


A vector of VIFs, or a matrix containing one row for each term, and columns for the GVIF, df, and \(GVIF^{1/(2\times df)}\), the last of which is intended to be comparable across terms of different dimension.



for the default method, an object that responds to coef, vcov, and model.matrix, such as a glm object.


for unweighted lm objects only, how to handle models that contain interactions: see Details below.


not used.


John Fox and Henric Nilsson


If all terms in an unweighted linear model have 1 df, then the usual variance-inflation factors are calculated.

If any terms in an unweighted linear model have more than 1 df, then generalized variance-inflation factors (Fox and Monette, 1992) are calculated. These are interpretable as the inflation in size of the confidence ellipse or ellipsoid for the coefficients of the term in comparison with what would be obtained for orthogonal data.

The generalized VIFs are invariant with respect to the coding of the terms in the model (as long as the subspace of the columns of the model matrix pertaining to each term is invariant). To adjust for the dimension of the confidence ellipsoid, the function also prints \(GVIF^{1/(2\times df)}\) where \(df\) is the degrees of freedom associated with the term.

Through a further generalization, the implementation here is applicable as well to other sorts of models, in particular weighted linear models, generalized linear models, and mixed-effects models.

Two methods of computing GVIFs are provided for unweighted linear models:

  • Setting type="terms" (the default) behaves like the default method, and computes the GVIF for each term in the model, ignoring relations of marginality among the terms in models with interactions. GVIFs computed in this manner aren't generally sensible.

  • Setting type="predictor" focuses in turn on each predictor in the model, combining the main effect for that predictor with the main effects of the predictors with which the focal predictor interacts and the interactions; e.g., in the model with formula y ~ a*b + b*c, the GVIF for the predictor a also includes the b main effect and the a:b interaction regressors; the GVIF for the predictor c includes the b main effect and the b:c interaction; and the GVIF for the predictor b includes the a and c main effects and the a:b and a:c interactions (i.e., the whole model), and is thus necessarily 1. These predictor GVIFs should be regarded as experimental.

Specific methods are provided for ordinal regression model objects produced by polr in the MASS package and svyolr in the survey package, which are "intercept-less"; VIFs or GVIFs for linear and similar regression models without intercepts are generally not sensible.


Fox, J. and Monette, G. (1992) Generalized collinearity diagnostics. JASA, 87, 178--183.

Fox, J. (2016) Applied Regression Analysis and Generalized Linear Models, Third Edition. Sage.

Fox, J. and Weisberg, S. (2018) An R Companion to Applied Regression, Third Edition, Sage.


Run this code
vif(lm(prestige ~ income + education, data=Duncan))
vif(lm(prestige ~ income + education + type, data=Duncan))
vif(lm(prestige ~ (income + education)*type, data=Duncan),
    type="terms") # not recommended
vif(lm(prestige ~ (income + education)*type, data=Duncan),

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