ivif {lmreg}R Documentation

Intercept augmented variance inflation factors

Description

Computes the intercept augmented variance inflation factors for a linear model.

Usage

ivif(lmobj)

Arguments

lmobj

An object produced by lm fitting.

Value

Returns the intercept augmented variance inflation factors for the model, with each VIF labelled either as (Intercept) or by the variable name.

Author(s)

Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>

References

Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.

Examples

data(imf2015)
lmimf <- lm(UNMP~CAB+DEBT+EXP+GDP+INFL+INV, data = imf2015)
ivif(lmimf)

[Package lmreg version 1.2 Index]