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Thread: Getting VIF from R

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    Getting VIF from R




    Hello!
    I was wondering how to get the VIF value for predictors in R (namely, in the context of Logistic Regression).

    I have read that there is a command for this in the 'car' package, but I am unsure as to what of the two returned columns of VIF must be taken into account.

    Related question: is there a reference as to what VIF value should be considered a threshold above which collinearity can be considered an issue?

    Cheers
    Gm
    http://cainarchaeology.weebly.com/

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    Re: Getting VIF from R


    I'm not an R user, so I cannot help with the first. Regarding the VIF threshold, I have seen two schools. One says anything over 5 is a concern, while the other says anything over 10 is a concern. In my field of industrial statistics, the 10 max has worked satisfactorily. In other fields, this may not be the case.


    See http://support.minitab.com/en-us/min...on-factor-vif/

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