[R] Probable Error in fmsb package

[Bert Gunter]

... 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
<dwinsemius at comcast.net> wrote:
>
>> 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.
>
> --
> David.
>>
>>
>> --
>> Anindya Sankar Dey
>>
>>       [[alternative HTML version deleted]]
>>
>> ______________________________________________
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>> and provide commented, minimal, self-contained, reproducible code.
>
> David Winsemius
> Alameda, CA, USA
>
> ______________________________________________
> R-help at r-project.org 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.