[R-sig-ME] variance inflation factor

[Fox, John]

Dear Toni,

Yes, that looks reasonable, although I'm not sure why it's necessary to test for more than one fixed-effect intercept at the beginning of the fixed-effect coefficient vector and how an intercept could be named "Intercept" rather than "(Intercept)". Assuming that there's a reason that escapes me, here's a simplified version:

vif.lme <- function (fit) {
  ## adapted from rms::vif
  v <- vcov(fit)
  nam <- names(fixef(fit))
  ## exclude intercepts
  ns <- sum(nam == "Intercept" | nam == "(Intercept)")
  if (ns > 0) v <- v[-(1:ns), -(1:ns), drop = FALSE]
  diag(solve(cov2cor(v)))
}

I hope this helps,
 John


-----------------------------
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
Web: socialsciences.mcmaster.ca/jfox/



> -----Original Message-----
> From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces at r-
> project.org] On Behalf Of Toni Hernandez-Matias
> Sent: Thursday, February 22, 2018 7:28 AM
> To: r-sig-mixed-models at r-project.org
> Subject: [R-sig-ME] variance inflation factor
> 
> Dear all,
> 
> Could some help me to calculate Variance Inflation Factors of models fitted
> with glmer and lmer ?
> 
> I found the method I copy below but I am not sure it is correct:
> 
> vif.lme <- function (fit) {
>      ## adapted from rms::vif
>      v <- vcov(fit)
>      nam <- names(fixef(fit))
>      ## exclude intercepts
>      ns <- sum(1 * (nam == "Intercept" | nam == "(Intercept)"))
>      if (ns > 0) {
>          v <- v[-(1:ns), -(1:ns), drop = FALSE]
>          nam <- nam[-(1:ns)] }
>      d <- diag(v)^0.5
>      v <- diag(solve(v/(d %o% d)))
>      names(v) <- nam
>      v }
> 
> 
> 
> ##la estimamos para el modelo 1
> 
> vif.lme(mod1)
> 
> 
> Thank you very much in advance,
> 
> Antonio
> 
> 
> --
> *********************************************************
> 
> Antonio Hernandez Matias
> 
> Equip de Biologia de la Conservació
> Departament de Biologia Evolutiva, Ecología i Ciències Ambientals Facultat de
> Biologia  i Institut de Recerca de la Biodiversitat (IRBio) Universitat de
> Barcelona (UB) Av. Diagonal, 643
> Barcelona      08028
> Spain
> Telephone: +34-934035857 <+34%20934%2003%2058%2057>
> FAX: +34-934035740 <+34%20934%2003%2057%2040>
> e-mail: ahernandezmatias at ub.edu
> 
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