Calculate variance inflation factor (VIF) from the result of lm.
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.
VIF(X)
X |
The object with class "lm", which would be generated by lm(). |
A variance inflation factor is returned.
Minato Nakazawa minato-nakazawa@umin.net http://minato.sip21c.org/
# 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))
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