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rms (version 6.8-0)

vif: Variance Inflation Factors

Description

Computes variance inflation factors from the covariance matrix of parameter estimates, using the method of Davis et al. (1986), which is based on the correlation matrix from the information matrix.

Usage

vif(fit)

Value

vector of vifs

Arguments

fit

an object created by lrm, ols, psm, cph, Rq, Glm, glm

Author

Frank Harrell
Department of Biostatistics
Vanderbilt University
fh@fharrell.com

References

Davis CE, Hyde JE, Bangdiwala SI, Nelson JJ: An example of dependencies among variables in a conditional logistic regression. In Modern Statistical Methods in Chronic Disease Epidemiology, Eds SH Moolgavkar and RL Prentice, pp. 140--147. New York: Wiley; 1986.

See Also

rmsMisc (for num.intercepts

Examples

Run this code
set.seed(1)
x1 <- rnorm(100)
x2 <- x1+.1*rnorm(100)
y  <- sample(0:1, 100, TRUE)
f  <- lrm(y ~ x1 + x2)
vif(f)

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