[R-sig-ME] variance inflation factor

[Toni Hernandez-Matias]

Dear John,

Thank you very much for your message.

Did you know a bibliographic reference for this method, specifically in the
case of generalized linear mixed models?

Thank you again,

Antonio

On Thu, Feb 22, 2018 at 3:51 PM, Fox, John <jfox at mcmaster.ca> wrote:

> 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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> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>



-- 
*********************************************************

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
FAX: +34-934035740
e-mail: ahernandezmatias at ub.edu

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