Displaying 1 result from an estimated 1 matches for "reg_biglm".
2009 Apr 27
0
VIF's in R using BIGLM
.... Results may
surprise.")
}
structure(v1*v2, names = nam)
}
My understanding is that the function uses the unscaled variance-
covariance matrix V and the model matrix Vi to compute the VIF's based
on the equations above.
Now, attempting to do the same using biglm().
> reg_biglm <- biglm(model, mtcars)
> summary(reg_biglm)
Large data regression model: biglm(model, mtcars)
Sample size = 32
Coef (95% CI) SE p
(Intercept) 12.303 -25.132 49.739 18.718 0.511
cyl -0.111 -2.201 1.979 1.045 0.915
disp 0.013 -0.022 0.049 0.01...