Generalized Variance Inflaction Factor
Computes the generalized variance inflaction factor (GVIF) for a normal linear model.
## S3 method for class 'lm' gvif(model, verbose = TRUE, ...)
model |
an object of the class lm which is obtained from the fit of a normal 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 fit1 <- lm(mpg ~ log(hp) + log(wt), data=mtcars) gvif(fit1) ## Example 2 fit2 <- lm(Species ~ Biomass + pH, data=richness) gvif(fit2) ## Example 3 whiteside <- MASS::whiteside fit3 <- lm(Gas ~ Temp + Insul + Temp*Insul, data=whiteside) gvif(fit3)
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