Showing posts with label variance inflation. Show all posts
Showing posts with label variance inflation. Show all posts

Sunday, October 16, 2011

The variance inflation factor (VIF) for generalized linear models(glm)

vif(glm model)

Where "glm" means a generalized linear model, such as logistic regression, poisson, binomial, etc.

vif() is part of the Design library, which additionally requires the Hmisc library.

The VIF provides info on collinearity.