Variance Inflation Factors
Computes variance inflation factors from the covariance matrix of parameter estimates, using the method of Davis et al. (1986), which is based on the correlation matrix from the information matrix.
vif(fit)
fit |
an object created by |
vector of vifs
Frank Harrell
Department of Biostatistics
Vanderbilt University
fh@fharrell.com
Davis CE, Hyde JE, Bangdiwala SI, Nelson JJ: An example of dependencies among variables in a conditional logistic regression. In Modern Statistical Methods in Chronic Disease Epidemiology, Eds SH Moolgavkar and RL Prentice, pp. 140–147. New York: Wiley; 1986.
rmsMisc (for num.intercepts
set.seed(1) x1 <- rnorm(100) x2 <- x1+.1*rnorm(100) y <- sample(0:1, 100, TRUE) f <- lrm(y ~ x1 + x2) vif(f)
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