Message-ID: <CA+hwERmdPZprwUMzEmxWtb+1kY5XLOdxrAmEwzXpgiukdbJbaA@mail.gmail.com>
Date: 2018-02-22T15:00:34Z
From: Toni Hernandez-Matias
Subject: variance inflation factor
In-Reply-To: <ACD1644AA6C67E4FBD0C350625508EC8367833E8@FHSDB2D11-2.csu.mcmaster.ca>
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
> >
> > ***********************************************************
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
--
*********************************************************
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
***********************************************************
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