vifx {bestglm}

Variance Inflation Factor for a Design Matrix

Description

Barplot of the VIF is produced

Usage

vifx(X)

Arguments

X

A design matrix

Details

The VIF are the diagonal elements in the inverse t(X*) X*, where X* is the rescaled design matrix.

Value

vector with VIF's

Author(s)

A. I. McLeod

References

Marquardt, D. W. (1970). Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation. Technometrics 12(3), 591-612.

Examples

data(mcdonald)
vifx(mcdonald[, -ncol(mcdonald)])