vif

0th

Percentile

Variance Inflation Factors

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.

Keywords
models, regression
Usage
vif(fit)
Arguments
fit
an object created by lrm, ols, psm, cph, Rq, Glm, glm
Value

  • vector of vifs

References

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.

See Also

rmsMisc (for num.intercepts

Aliases
  • vif
Examples
set.seed(1)
x1 <- rnorm(100)
x2 <- x1+.1*rnorm(100)
y  <- sample(0:1, 100, TRUE)
f  <- lrm(y ~ x1 + x2)
vif(f)
Documentation reproduced from package rms, version 2.0-2, License: GPL (>= 2)

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