Regression - Diagnostic - Multicollinearity Table (VIF) extension
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Computes the variance inflation factors (VIF) of linear models and generalized variance-inflation factors (GCIF) for generalized linear models. See the blog for an introduction to VIFs.
Example
The below table contains the output from running this QScript on a Regression - Binary Logit output.
Technical details
A score of 10 or above indicates high multicollinearity.
Acknowledgements
Uses the vif function from the car package.
References
Fox, J., & Monette, G. (1992). Generalized collinearity diagnostics. Journal of the American Statistical Association, 87(417), 178-183.
Bock, T. (2018, April 6). What are Variance Inflation Factors (VIFs)? [Blog post]. Retrieved from https://www.displayr.com/variance-inflation-factors-vifs/.
Code
includeWeb("QScript R Output Functions");
const menu_location = "Regression > Diagnostic > Multicollinearity Table (VIF)";
errorIfExtensionsUnavailableInQVersion(menu_location);
createDiagnosticROutputFromSelection(menu_location);