Hi
I did not see any answer so I try.
Your question lacks some info:
Which vif - car or HH?
answers and comments in line
-----Original Message-----
From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of
Methekar, Pushpa (GE Transportation, Non-GE)
Sent: Wednesday, April 08, 2015 10:24 AM
To: r-help at r-project.org
Subject: [R] How to calculate vif of each term of model in R?
I am beginner in R doing modelling in R, I loaded excel sheet in R, i
have chosen x elements and y elements then fitted model for linear and
second order regression. Now I have both models. I am bit confused how
to calculate vif for each term in model like
e.g model1<-lm(y1~x1+x2+.....x9) when I am using rms package then it's
giving me like
vif(model1)
x1 x2 x3 x4 x5 x6
x7
6.679692 1.520271 1.667125 3.618439 4.931810 2.073879
13.870630
x8 x9
220.969628 214.034135
now i want to compare each term with std vif as vif>=10 and which will
satisfy this condition i want to delete that term and update model1. i
have done something like this
fun = function(model1) {
for(i in 1:length(model1)) {
v=vif(model1)
ss=any(v[i]>=10)
here you select only one item from vif, Why do you use any?
if you want to get rid of all terms bigger than some threshold in once you can use
sel <- which(vif(model1)>10)
and select values for update possibly by
update(model1,.~. - names(vif(model1))[sel])
or if you want to get rid one by one you can use
vmax <- which.max(vif(model1))
and check if max vif value is bigger than 10.
vif(model1)[vmax]>=10
If it is just update with
- names(vif(model1))[vmax])
if it is not do not update.
All of this untested.
Cheers
Petr
fun(model1)
but giving error as
Error in if (ss == 1) { : missing value where TRUE/FALSE needed.
please tell me how do i solve this problem.
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