bestglm (version 0.37.3)

vifx: Variance Inflation Factor for a Design Matrix

Description

Barplot of the VIF is produced

Usage

vifx(X)

Arguments

X

A design matrix

Value

vector with VIF's

Details

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

References

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

Examples

# NOT RUN {
data(mcdonald)
vifx(mcdonald[, -ncol(mcdonald)])
# }