variance inflation factor
Dear John, Thank you very much for your message. Did you know a bibliographic reference for this method, specifically in the case of generalized linear mixed models? Thank you again, Antonio
On Thu, Feb 22, 2018 at 3:51 PM, Fox, John <jfox at mcmaster.ca> wrote:
Dear Toni,
Yes, that looks reasonable, although I'm not sure why it's necessary to
test for more than one fixed-effect intercept at the beginning of the
fixed-effect coefficient vector and how an intercept could be named
"Intercept" rather than "(Intercept)". Assuming that there's a reason that
escapes me, here's a simplified version:
vif.lme <- function (fit) {
## adapted from rms::vif
v <- vcov(fit)
nam <- names(fixef(fit))
## exclude intercepts
ns <- sum(nam == "Intercept" | nam == "(Intercept)")
if (ns > 0) v <- v[-(1:ns), -(1:ns), drop = FALSE]
diag(solve(cov2cor(v)))
}
I hope this helps,
John
-----------------------------
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
Web: socialsciences.mcmaster.ca/jfox/
-----Original Message----- From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces at r- project.org] On Behalf Of Toni Hernandez-Matias Sent: Thursday, February 22, 2018 7:28 AM To: r-sig-mixed-models at r-project.org Subject: [R-sig-ME] variance inflation factor Dear all, Could some help me to calculate Variance Inflation Factors of models
fitted
with glmer and lmer ?
I found the method I copy below but I am not sure it is correct:
vif.lme <- function (fit) {
## adapted from rms::vif
v <- vcov(fit)
nam <- names(fixef(fit))
## exclude intercepts
ns <- sum(1 * (nam == "Intercept" | nam == "(Intercept)"))
if (ns > 0) {
v <- v[-(1:ns), -(1:ns), drop = FALSE]
nam <- nam[-(1:ns)] }
d <- diag(v)^0.5
v <- diag(solve(v/(d %o% d)))
names(v) <- nam
v }
##la estimamos para el modelo 1
vif.lme(mod1)
Thank you very much in advance,
Antonio
--
*********************************************************
Antonio Hernandez Matias
Equip de Biologia de la Conservaci?
Departament de Biologia Evolutiva, Ecolog?a i Ci?ncies Ambientals
Facultat de
Biologia i Institut de Recerca de la Biodiversitat (IRBio) Universitat
de
Barcelona (UB) Av. Diagonal, 643
Barcelona 08028
Spain
Telephone: +34-934035857 <+34%20934%2003%2058%2057>
FAX: +34-934035740 <+34%20934%2003%2057%2040>
e-mail: ahernandezmatias at ub.edu
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********************************************************* Antonio Hernandez Matias Equip de Biologia de la Conservaci? Departament de Biologia Evolutiva, Ecolog?a i Ci?ncies Ambientals Facultat de Biologia i Institut de Recerca de la Biodiversitat (IRBio) Universitat de Barcelona (UB) Av. Diagonal, 643 Barcelona 08028 Spain Telephone: +34-934035857 FAX: +34-934035740 e-mail: ahernandezmatias at ub.edu *********************************************************** [[alternative HTML version deleted]]