Generalized Variance Inflaction Factor
Computes the generalized variance inflaction factor (GVIF) for a generalized linear model.
## S3 method for class 'glm' gvif(model, verbose = TRUE, ...)
model |
an object of the class glm which is obtained from the fit of a generalized linear model. |
verbose |
an (optional) logical switch indicating if should the report of results be printed. By default, |
... |
further arguments passed to or from other methods. |
A matrix with so many rows as effects in the model and three columns: (1) the values of GVIF; (2) the number of degrees of freedom; and (3) the values of GVIF^1/(2*df).
If the number of degrees of freedom is 1 then the GVIF reduces to the Variance Inflation Factor (VIF).
Fox J. and Monette G. (1992) Generalized collinearity diagnostics, JASA 87, 178–183.
## Example 1
Auto <- ISLR::Auto
fit1 <- glm(mpg ~ weight*horsepower, family=inverse.gaussian("log"), data=Auto)
gvif(fit1)
## Example 2
burn1000 <- aplore3::burn1000
mod <- death ~ age + tbsa + inh_inj + age*inh_inj + tbsa*inh_inj
fit2 <- glm(mod, family=binomial("logit"), data=burn1000)
gvif(fit2)
## Example 3
fit3 <- glm(rtime ~ log(distance) + log(cclimb), family=Gamma("log"), data=races)
gvif(fit3)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.