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vif

Variance Inflation Factors


Description

vif calculates variance-inflation and generalized variance-inflation factors for linear, generalized linear.

Usage

vif(model, merge_coef = FALSE)

Arguments

model

A model object.

merge_coef

Logical, whether to merge with coefficients of model summary matrix. Defaults to FALSE.

Value

A data frame with columns for variable and gvif, or additional columns for df and gvif^(1/(2*df)) if provided model uses factor variable.

See Also

Examples

data(germancredit)

# Example I
fit1 = glm(creditability~ age.in.years + credit.amount +
  present.residence.since, family = binomial(), data = germancredit)
vif(fit1)
vif(fit1, merge_coef=TRUE)

# Example II
fit2 = glm(creditability~ status.of.existing.checking.account +
  credit.history + credit.amount, family = binomial(), data = germancredit)
vif(fit2)
vif(fit2, merge_coef=TRUE)

scorecard

Credit Risk Scorecard

v0.3.2
MIT + file LICENSE
Authors
Shichen Xie [aut, cre]
Initial release

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