> On Dec 29, 2015, at 10:35 PM, Anindya Sankar Dey <[email protected]> wrote: > > Hi All, > > The fmsb package has a function called Variance Inflation Factor and it > states the definition of the function as follows:- > > "To evaluate multicolinearity of multiple regression model, calculating the > variance inflation factor (VIF) from the result of lm(). If VIF is more > than 10, multicolinearity is strongly suggested. > " > > The function computes VIF of a model as 1/(1-R^2) where R^2 is the > coefficient of determination. > > Now nowhere in literature I have come across this definition of VIF, as VIF > is always computed at individual variable level. Though the structure is > almost the same, R^2 in theoretical VIF is the partial correlation > coefficient. > > I only came aware when lots of freshers from non statistics background I > interviewed for analytics position answered that the only definition of VIF > they know is 1/(1 - Coeff. of Determination), and there is a R package > which calculates VIF like that. > > After researched I found that such a function indeed exist in fmsb package. > > Please help me understand has an alternate definition of Variance Inflation > Factor has ever emerged in theory? Does it really make sense to have VIF at > a model level, as it does not help in solving the problem of > multicollinearity during model building. > > And if I am right, what steps I should do about it.
This is not the correct location to post questions about non-base packages. There is a `maintainer` funciton that should deliver the correct email address for submission of complaints, advice, revisions, and feature requests. -- David. > > > -- > Anindya Sankar Dey > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA ______________________________________________ [email protected] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
