[R-sig-ME] variance inflation factor

[Ben Bolker]

  I don't know if there's a good reason that vcov() is a "dpoMatrix"
(from the Matrix package) rather than a plain old base-R matrix, but
as.matrix() converts it harmlessly (and shouldn't have any ill effects
on something that's already a matrix ...)

On Thu, Feb 22, 2018 at 11:01 AM, Fox, John <jfox at mcmaster.ca> wrote:
> Dear Toni,
>
>> -----Original Message-----
>> From: Toni Hernandez-Matias [mailto:ahmatias at gmail.com]
>> Sent: Thursday, February 22, 2018 10:01 AM
>> To: Fox, John <jfox at mcmaster.ca>
>> Cc: r-sig-mixed-models at r-project.org
>> Subject: Re: [R-sig-ME] variance inflation factor
>>
>> 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?
>
> Sorry, I don't, but don't see why the general idea wouldn't apply here (as Ben mentioned in his response). By the way, the more general vif() function in the car package works for lme() in nlme but not for lmer() or glmer() in lme4 (because the result returned by vcov() for a "merMod" object isn't of class "matrix"). We should probably make it work.
>
> Best,
>  John
>
>>
>> Thank you again,
>>
>> Antonio
>>
>> On Thu, Feb 22, 2018 at 3:51 PM, Fox, John <jfox at mcmaster.ca
>> <mailto: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/
>> <http://socialsciences.mcmaster.ca/jfox/>
>>
>>
>>
>>
>>       > -----Original Message-----
>>       > From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces at r-
>> <mailto:r-sig-mixed-models-bounces at r->
>>       > project.org <http://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 <mailto: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 <tel:%2B34-934035857>
>> <+34%20934%2003%2058%2057>
>>       > FAX: +34-934035740 <tel:%2B34-934035740>
>> <+34%20934%2003%2057%2040>
>>       > e-mail: ahernandezmatias at ub.edu
>> <mailto:ahernandezmatias at ub.edu>
>>       >
>>       >
>> ***********************************************************
>>       >
>>       >       [[alternative HTML version deleted]]
>>       >
>>       > _______________________________________________
>>       > R-sig-mixed-models at r-project.org <mailto:R-sig-mixed-models at r-
>> project.org>  mailing list
>>       > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> <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 <mailto:ahernandezmatias at ub.edu>
>>
>> ***********************************************************