[R] Probable Error in fmsb package

David Winsemius dwinsemius at comcast.net
Wed Dec 30 08:45:41 CET 2015

> On Dec 29, 2015, at 10:35 PM, Anindya Sankar Dey <anindya55 at gmail.com> 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.

> -- 
> Anindya Sankar Dey
> 	[[alternative HTML version deleted]]
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David Winsemius
Alameda, CA, USA

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