Variance inflation factors

Compute variance inflation factors for assessing multicollinearity. Each VIF is the corresponding diagonal element of the inverse correlation matrix of the design, so the computation works for models containing factors (each contrast column receives its own VIF).

Usage

performVIFDiagnostic(model)

Arguments

model

A fitted lm model.

Value

A named numeric vector of VIF values, one per design-matrix column (excluding the intercept). Perfectly collinear columns are reported as Inf.

Examples

data(mtcars)
m <- lm(mpg ~ wt + qsec, data = mtcars)
performVIFDiagnostic(m)
#>       wt     qsec 
#> 1.031487 1.031487