vifx {preputils} | R Documentation |
Compute Variance inflation factor
Description
Calculate variance inflation factors (VIF) for all numeric variables contained in data set
Usage
vifx(x)
Arguments
x |
name of data frame for which the VIFs should be computed |
Details
The function reads in the object named in x, builds a linear model for each of the contained variables in the data set, regressing the selected variable on all other numeric variables contained in the data set.
The multiple R-squared is computed and transformed to VIF using following formula:
VIF_i=\frac{1}{1-R_i^2}
Value
A named vector with names given by the contained numeric variables and values by the computed respective VIFs
Examples
vifx(iris)
[Package preputils version 1.0.3 Index]