vif
From rms v5.1-3.1
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
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
Examples
# NOT RUN {
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
Looks like there are no examples yet.