# Variance Inflation Factor VIC() with a matrix

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## Variance Inflation Factor VIC() with a matrix

 Hi everyone, Running the vif() function from the car package like ----------------------------------------------------  > reg2 <- lm(CARsPur~Delay_max10+LawChange+MarketTrend_20d+MultiTrade, data=data.frame(VarVecPur))  > vif(reg2)      Delay_max10       LawChange MarketTrend_20d      MultiTrade         1.010572        1.009874        1.004278        1.003351 ---------------------------------------------------- gives a useful result. But using the right-hand variables as a matrix in the following way doesn't work with the vif() function: ----------------------------------------------------  > reg  <- lm(CARsPur~VarVecPur)  > summary(reg) Call: lm(formula = CARsPur ~ VarVecPur) Residuals:       Min       1Q   Median       3Q      Max -0.72885 -0.06461  0.00493  0.06873  0.74936 Coefficients:                            Estimate Std. Error t value Pr(>|t|) (Intercept)              -0.037860   0.006175  -6.131 9.25e-10 *** VarVecPurDelay_max10      0.003661   0.001593   2.298   0.0216 * VarVecPurLawChange        0.004679   0.006185   0.757   0.4493 VarVecPurMarketTrend_20d  0.019015   0.001409  13.493  < 2e-16 *** VarVecPurMultiTrade      -0.005081   0.003129  -1.624   0.1045 --- Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.1229 on 6272 degrees of freedom Multiple R-squared: 0.03021,    Adjusted R-squared: 0.02959 F-statistic: 48.84 on 4 and 6272 DF,  p-value: < 2.2e-16  > vif(reg) Error in vif.lm(reg) : model contains fewer than 2 terms ---------------------------------------------------- Is there a solution or a way to work around? Thank you very much in advanced. -- Kind Regards, Martin H. Schmidt Humboldt University Berlin ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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