Variance inflation factor

Source: R/vif.R

Computes the variance inflation factor (VIF). The VIF is a measure of how much the variance of a regression coefficient is increased due to collinearity.

vif(model)

# S3 method for default
vif(model)

# S3 method for lm
vif(model)

# S3 method for lmerMod
vif(model)

Arguments

model

An object containing a model.

Value

It returns a data.frame with three columns: the name of the model term, the VIF value and its classification (see "Details").

Details

VIF interpretation

As a rule of thumb for the interpretation of the VIF value, a VIF less than 5 indicates a low correlation of a given model term with the others, a VIF between 5 and 10 indicates a moderate correlation and a VIF greater than 10 indicates a high correlation.

References

  • James, G., Witten, D., Hastie, T., & Tibshirani, R. (eds.). (2013). An introduction to statistical learning: with applications in R. New York: Springer.

Examples

m <- lm(disp ~ mpg + cyl + mpg:cyl, mtcars)
vif(m)

#>      Term       VIF Classification
#> 1     mpg 21.526489           High
#> 2     cyl 23.660046           High
#> 3 mpg:cyl  6.651709       Moderate