vif                  package:Design                  R Documentation

_V_a_r_i_a_n_c_e _I_n_f_l_a_t_i_o_n _F_a_c_t_o_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     vif(fit)

_A_r_g_u_m_e_n_t_s:

     fit: an object created by 'lrm', 'ols', 'psm', 'cph', or 'glm' 

_V_a_l_u_e:

     vector of vifs

_A_u_t_h_o_r(_s):

     Frank Harrell 
      Department of Biostatistics 
      Vanderbilt University 
      f.harrell@vanderbilt.edu

_R_e_f_e_r_e_n_c_e_s:

     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.

_S_e_e _A_l_s_o:

     'Design.Misc' (for 'num.intercepts' and 'Varcov')

_E_x_a_m_p_l_e_s:

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

