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gencve (version 0.3)

vifx: Variance Inflation Factor

Description

Variance inflation factor is computed for a given regression design matrix.

Usage

vifx(X)

Arguments

X
Design matrix, should include column of 1's if there is an intercept term.

Value

the variance inflation factors for each column

Details

The design matrix is assumed to be of full rank.

Examples

Run this code
data(longley)
vifx(longley[,1:6])

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