
Collinearity / VIF check via performance
Source:R/extenders_stats.R
morie_performance_check_collinearity.RdThin extender over performance::check_collinearity for
the variance-inflation-factor diagnostic.
Arguments
- model
A fitted model object supported by performance.
- ...
Further arguments forwarded to
performance::check_collinearity(e.g.ci,verbose).
Value
A list with $method =
"performance::check_collinearity" and $raw (the
upstream VIF data frame).
Examples
if (requireNamespace("performance", quietly = TRUE)) {
set.seed(1)
df <- data.frame(y = rnorm(50), x1 = rnorm(50), x2 = rnorm(50))
morie_performance_check_collinearity(stats::lm(y ~ x1 + x2, df))
}
#> $method
#> [1] "performance::check_collinearity"
#>
#> $raw
#> # Check for Multicollinearity
#>
#> Low Correlation
#>
#> Term VIF VIF 95% CI adj. VIF Tolerance Tolerance 95% CI
#> x1 1.00 [1.00, Inf] 1.00 1.00 [0.00, 1.00]
#> x2 1.00 [1.00, Inf] 1.00 1.00 [0.00, 1.00]
#>