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.