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.

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.