Variance Inflation Factors

For each column j of X, regresses column j on the remaining columns (plus an intercept) and returns 1/(1 - R^2).

Usage

compute_vif(X, column_names = NULL)

Arguments

X

Design matrix (without intercept).

column_names

Optional character vector of names.

Value

Named numeric vector of VIFs.

Examples

set.seed(5)
X <- matrix(rnorm(300), 100, 3)
colnames(X) <- c("a", "b", "c")
compute_vif(X)
#>        a        b        c 
#> 1.017408 1.017908 1.006675