fmsb (version 0.7.6)

VIF: Calculate variance inflation factor (VIF) from the result of lm.

Description

To evaluate multicolinearity of multiple regression model, calculating the variance inflation factor (VIF) from the result of lm(). If VIF is more than 10, multicolinearity is strongly suggested.

Usage

VIF(X)

Value

A variance inflation factor is returned.

Arguments

X

The object with class "lm", which would be generated by lm().

Author

Minato Nakazawa https://minato.sip21c.org/

Examples

 # the target multiple regression model
 res <- lm(Ozone ~ Wind+Temp+Solar.R, data=airquality)
 summary(res)
 # checking multicolinearity for independent variables.
 VIF(lm(Wind ~ Temp+Solar.R, data=airquality))
 VIF(lm(Temp ~ Wind+Solar.R, data=airquality))
 VIF(lm(Solar.R ~ Wind+Temp, data=airquality))