vif
From rms v4.50
by Frank E Harrell Jr
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
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. 140147. New York: Wiley; 1986.
See Also
rmsMisc
(for num.intercepts
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)
Community examples
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