How to calculate vif of each term of model in R?

Did you follow my advice/comments?

Cheers
Petr

-----Original Message-----
From: Methekar, Pushpa (GE Transportation, Non-GE)
[mailto:pushpa.methekar at ge.com]
Sent: Friday, April 17, 2015 11:43 AM
To: PIKAL Petr
Subject: RE: How to calculate vif of each term of model in R?

Car package

-----Original Message-----
From: PIKAL Petr [mailto:petr.pikal at precheza.cz]
Sent: Friday, April 17, 2015 3:11 PM
To: Methekar, Pushpa (GE Transportation, Non-GE); r-help at r-project.org
Subject: RE: How to calculate vif of each term of model in R?

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(ss==1){update(model1,.~.,-v[i])}

                else{print("no update")}

Why do you change i here?

                 i<-i+1

    }



        return(model1)

      }

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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