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

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

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