... Nor is this forum usually appropriate for questions about statistical methodology (your model building remark at the end). I suggest you try a statistical forum like stats.stackexchange.com for that instead.
Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Dec 29, 2015 at 11:45 PM, David Winsemius <[email protected]> wrote: > >> 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. ______________________________________________ [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.
