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

f1<-function(model){

F1(model1)

f1(model1)

fit

vif(fit)

which.max(vif(fit))

wmvif <- which.max(vif(fit))
update(fit, as.formula(paste(". ~ . -",names(vif(fit)[wmvif]))))

-----Original Message-----
From: Methekar, Pushpa (GE Transportation, Non-GE)
[mailto:pushpa.methekar at ge.com]
Sent: Friday, April 17, 2015 2:47 PM
To: PIKAL Petr
Subject: RE: How to calculate vif of each term of model in R?

Hey ,
.........- names(vif(model1))[vmax])
Is not working actually
Instead
Update(model1,.~.-x8) is working fine.



For that any option would you tell me.
As per your concern
Update(model1,.~.-names(vif(model1))[vmax] means

Update(model1,.~.-"x8")
But it's not going to work.

Look here is my program

require(rms)

f1<-function(model){
vfs<<-vif(model)
vfs
ex<<-subset(vfs,vfs>=10)
print(ex)
maxx<<-which.max(ex)
print(maxx)
mm<<-vector(mode = "numeric",length = 50)

mm<<-maxx
maxindex<<-which.max(ex)
print(maxindex)

}
F1(model1)



Output:
   f1(model1)
       x7        x8        x9
 13.87063 220.96963 214.03413
[1] 220.9696
x8
 2


Now I have to do outside function explicitly
model1<-update(model1,.~.-x8)
then only I can remove my variable x8

but I want to do in inside function so that automatically maximum
element get eliminated .


Thanks,
Pushpa



-----Original Message-----
From: PIKAL Petr [mailto:petr.pikal at precheza.cz]
Sent: Friday, April 17, 2015 5:25 PM
To: Methekar, Pushpa (GE Transportation, Non-GE)
Cc: r-help at r-project.org
Subject: RE: How to calculate vif of each term of model in R?

Hi

-----Original Message-----
From: Methekar, Pushpa (GE Transportation, Non-GE)
[mailto:pushpa.methekar at ge.com]
Sent: Friday, April 17, 2015 1:12 PM
To: PIKAL Petr
Subject: RE: How to calculate vif of each term of model in R?

Hi Petr,
You got my problem ,the solution which u specified is little good but
with

update(model1,.~. - names(vif(model1))[vmax])

I won't be able to update my model .
Instead I have to write like

update(model1,.~. - x8)

maybe something like

fun = function(model1) {

vmax <- which.max(vif(model1))

while( vif(model1)[vmax]>=10) {

model1 <- update(model1,.~. - names(vif(model1))[vmax])) vmax <-
which.max(vif(model1))

}

return(model1)

}

I am not sure about cycle (i did not use while in R for a while).

Without some data I cannot check syntax so it is up to you.

Cheers
Petr

i.e my x which having highest vif value.
Each time for removing highest x .i  have to explicitly write ......-
x8) So is there any way to avoid this?




Thanks,
Pushpa

-----Original Message-----
From: PIKAL Petr [mailto:petr.pikal at precheza.cz]
Sent: Friday, April 17, 2015 4:16 PM
To: Methekar, Pushpa (GE Transportation, Non-GE)
Subject: RE: How to calculate vif of each term of model in R?

Comments to your first mail which are among lines and directly

related

to your code.

I specifically mentioned it

answers and comments in line

If you have my first respond you can find them easier then now as

they

are buried within your mail.

Cheers
Petr

-----Original Message-----
From: Methekar, Pushpa (GE Transportation, Non-GE)
[mailto:pushpa.methekar at ge.com]
Sent: Friday, April 17, 2015 12:10 PM
To: PIKAL Petr
Subject: RE: How to calculate vif of each term of model in R?

What comments are you talking about?

-----Original Message-----
From: PIKAL Petr [mailto:petr.pikal at precheza.cz]
Sent: Friday, April 17, 2015 3:38 PM
To: Methekar, Pushpa (GE Transportation, Non-GE)
Cc: r-help at r-project.org
Subject: RE: 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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