[R] vif calculation with car and HH packages

John Fox jfox at mcmaster.ca
Fri Apr 13 20:12:04 CEST 2012


Dear Özgür,

car::vif() produces a warning, not an error. It will proceed to compute VIFs based on the correlation matrix of the coefficients (take a look at car:::vif.lm) even if there is no intercept, and even though this would not normally correspond to variance inflation due to correlation of the predictors. If you think that makes sense, then by all means use the VIFs.

Best,
 John

------------------------------------------------
John Fox
Sen. William McMaster Prof. of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/

On Fri, 13 Apr 2012 09:49:54 -0700 (PDT)
 Özgür Asar <oasar at metu.edu.tr> wrote:
> Dear all,
> 
> I have faced a problem while calculating VIF values via the packages, car
> and HH for the models witout intercepts. Below is an illustrative example:
> 
> 1) via the car package
> 
> > y<-rnorm(100,0,1)
> > x1<-rnorm(100,0,1)
> > x2<-rnorm(100,0,1)
> > x3<-rnorm(100,0,1)
> > model1<-lm(y~-1+x1+x2+x3)
> > model2<-lm(y~-1+x1+x2)
> >library(car)
> > vif(model1)
>       x1       x2       x3 
> 1.000279 1.019231 1.019376 
> Warning message:
> In vif.lm(model1) : No intercept: vifs may not be sensible.
> > vif(model2)
>       x1       x2 
> 1.000085 1.000085 
> Warning message:
> In vif.lm(model2) : No intercept: vifs may not be sensible.
> 
> 2) via the HH package
> > library(HH)
> > vif(model1)
>       x2       x3 
> 1.000557 1.000557 
> > vif(model2)
> Error in vif.default(xx, na.action = na.action) : 
>   vif requires two or more X-variables.
> 
> I could not understand why this occured. Does anyone have any idea about it?
> 
> Best
> Ozgur
> 
> 
> 
> 
> -----
> 
> ************************************
> Ozgur ASAR
> 
> Research Assistant
> Middle East Technical University
> Department of Statistics
> 06531, Ankara Turkey
> Ph: 90-312-2105309
> --
> View this message in context: http://r.789695.n4.nabble.com/vif-calculation-with-car-and-HH-packages-tp4555402p4555402.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> 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.



More information about the R-help mailing list