Dear R-Users,
I will be really grateful if you help me here. This is my script. I want to
extract the vif values for x1 and x2 respectively as well as the regression
coefficients for x1 and x2. Because I then want to plug them in a next step
of the analysis. Thank you in advance! I am using the MASS package.
co<-0.25*sqrt(16)*sqrt(10)
sigma <- matrix(c(16,co,co,10),2,2)
data025<-mvrnorm(n=100,rep(0,2),sigma,empirical = TRUE)
x1<-data025[,1]
x2<-data025[,2]
eta<-rnorm(n=100,mean=0,sd=1)
y<-10-1.5*x1-0.25*x2+eta
f<-lm(y~x1+x2)
vif<-function(f)
UseMethod("vif")
vif.lm<-function(f){
V<-summary(f)$cov.unscaled
Vi<-crossprod(model.matrix(f))
nam<-names(coef(f))
if(k<-match("(Intercept)",nam,nomatch=F)){
v1<-diag(V)[-k]
v2<-(diag(Vi)[-k]-Vi[k,-k]^2/Vi[k,-k])
nam<-nam[-k]
}else{
v1<-diag(V)
v2<-diag(Vi)
}
structure(v1*v2,names=nam)
}
vif(f)
coef(f)
Georgi Dragolov
Jacobs University Bremen
Integrated Social Sciences, Class of 2008
College Ring 6, Mailbox 236
D-28759 Bremen, Germany
Phone: ++49-(0)421-200-5367
Email: G.Dragolov@jacobs-university.de
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