Variance Inflation Factor for a Design Matrix
Barplot of the VIF is produced
vifx(X)
X |
A design matrix |
The VIF are the diagonal elements in the inverse t(X*) X*, where X* is the rescaled design matrix.
vector with VIF's
A. I. McLeod
Marquardt, D. W. (1970). Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation. Technometrics 12(3), 591-612.
data(mcdonald) vifx(mcdonald[, -ncol(mcdonald)])
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