variance inflation factor

-----Original Message-----
From: Toni Hernandez-Matias [mailto:ahmatias at gmail.com]
Sent: Thursday, February 22, 2018 10:01 AM
To: Fox, John <jfox at mcmaster.ca>
Cc: r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] 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
<mailto: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/
<http://socialsciences.mcmaster.ca/jfox/>

	> -----Original Message-----
	> From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces at r-

<mailto:r-sig-mixed-models-bounces at r->

	> project.org <http://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 <mailto: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 <tel:%2B34-934035857>

<+34%20934%2003%2058%2057>

	> FAX: +34-934035740 <tel:%2B34-934035740>

<+34%20934%2003%2057%2040>

	> e-mail: ahernandezmatias at ub.edu

<mailto:ahernandezmatias at ub.edu>

	>
	>

***********************************************************

	>
	>       [[alternative HTML version deleted]]
	>
	> _______________________________________________
	> R-sig-mixed-models at r-project.org <mailto:R-sig-mixed-models at r-

project.org>  mailing list

	> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

<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 <mailto:ahernandezmatias at ub.edu>

***********************************************************