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vif function using lm object

2 messages · arunkumar1111, Liviu Andronic

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Hi,

   can anyone please explain why the vif should have more than 2 terms.

*vif.lm(lmobj) : model contains fewer than 2 terms*

why it is throwng error if it is one variable.




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Thanks in Advance
        Arun
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2 days later
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On Wed, Dec 21, 2011 at 9:28 AM, arunkumar1111 <akpbond007 at gmail.com> wrote:
The _VIF_ is a measure of _multicollinearity_, which occurs between
two or more predictors in a regression model. In other words, you
cannot have collinearity in a single predictor.

Also, to compute the VIF you need to regress one regressor on all the
remaining regressors. If you have a single regressor, then you cannot
estimate a VIF.

See the related articles on Wikipedia.

Regards
Liviu