VIF {fmsb} | R Documentation |
To evaluate multicolinearity of multiple regression model, calculating the variance inflation factor (VIF) from the result of lm(). If VIF is more than 10, multicolinearity is strongly suggested.
VIF(X)
X |
The object with class "lm", which would be generated by lm(). |
A variance inflation factor is returned.
Minato Nakazawa (minato-nakazawa[atmark]umin.net)
# the target multiple regression model res <- lm(Ozone ~ Wind+Temp+Solar.R, data=airquality) summary(res) # checking multicolinearity for independent variables. VIF(lm(Wind ~ Temp+Solar.R, data=airquality)) VIF(lm(Temp ~ Wind+Solar.R, data=airquality)) VIF(lm(Solar.R ~ Wind+Temp, data=airquality))