The VIF given in Equation 12.67 for a covariate requires computation of R 2 , as obtained
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The VIF given in Equation 12.67 for a covariate requires computation of R2, as obtained in the regression model when the covariate is an output and other covariates are input variables for it. Thus, using 1/(1-summary (lm(xi∼x1+...+xi-1+xi+1+...+xp)) $r. squared), the VIF of the covariate xi may be obtained. Verify the VIFs obtained in Example 13.6.2.
Data from in Equation 12.67
Transcribed Image Text:
VIF; = 1 1 - R² (12.67)
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Answer The VIFs obtained in Example 1362 can be verified by using ...View the full answer
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Related Book For
A Course In Statistics With R
ISBN: 9781119152729
1st Edition
Authors: Prabhanjan N. Tattar, Suresh Ramaiah, B. G. Manjunath
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