R: Variance Inflation Factor for a Design Matrix

vifx {bestglm} | R Documentation

## Variance Inflation Factor for a Design Matrix

### Description

Barplot of the VIF is produced

### Usage

    vifx(X)

### Arguments

`X` | A design matrix

### Details

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

### Value

vector with VIF's

### Author(s)

A. I. McLeod

### References

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

### Examples

    data(mcdonald)
    vifx(mcdonald[, -ncol(mcdonald)])

[Package bestglm version 0.36 Index]