vif calculates variance-inflation and generalized variance-inflation factors for linear, generalized linear to identify collinearity among explanatory variables.

vif(model, merge_coef = FALSE)

Arguments

model

A model object.

merge_coef

Logical, whether to merge with coefficients of model summary matrix. Defaults to FALSE.

Value

A data frame with columns for variable and gvif, or additional columns for df and gvif^(1/(2*df)) if provided model uses factor variable.

Examples

data(germancredit)

# Example I
fit1 = glm(creditability~ age.in.years + credit.amount +
present.residence.since, family = binomial(), data = germancredit)
vif(fit1)
#>                   variable     gvif
#>                     <char>    <num>
#> 1:            age.in.years 1.068963
#> 2:           credit.amount 1.006434
#> 3: present.residence.since 1.063583
vif(fit1, merge_coef=TRUE)
#>                   variable      Estimate Std. Error z value Pr(>|z|)     gvif
#>                     <char>         <num>      <num>   <num>    <num>    <num>
#> 1:             (Intercept)  0.6360894980     0.2774  2.2927   0.0219       NA
#> 2:            age.in.years  0.0215127873     0.0068  3.1789   0.0015 1.068963
#> 3:           credit.amount -0.0001159332     0.0000 -4.8739   0.0000 1.006434
#> 4: present.residence.since -0.0514901312     0.0658 -0.7831   0.4336 1.063583

# Example II
fit2 = glm(creditability~ status.of.existing.checking.account +
credit.history + credit.amount, family = binomial(), data = germancredit)
vif(fit2)
#>                               variable     gvif    df gvif^(1/(2*df))
#>                                 <char>    <num> <num>           <num>
#> 1: status.of.existing.checking.account 1.054607     3        1.008901
#> 2:                      credit.history 1.061760     4        1.007519
#> 3:                       credit.amount 1.049244     1        1.024326
vif(fit2, merge_coef=TRUE)
#> Warning: The summary matrix cant merge with vif.
#>                               variable     gvif    df gvif^(1/(2*df))
#>                                 <char>    <num> <num>           <num>
#> 1: status.of.existing.checking.account 1.054607     3        1.008901
#> 2:                      credit.history 1.061760     4        1.007519
#> 3:                       credit.amount 1.049244     1        1.024326