... 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

<

[hidden email]> wrote:

>

>> On Dec 29, 2015, at 10:35 PM, Anindya Sankar Dey <

[hidden email]> 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]]

>>

>> ______________________________________________

>>

[hidden email] 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.

>

> David Winsemius

> Alameda, CA, USA

>

> ______________________________________________

>

[hidden email] 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.

______________________________________________

[hidden email] mailing list -- To UNSUBSCRIBE and more, see

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.