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

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A Course In Statistics With R

ISBN: 9781119152729

1st Edition

Authors: Prabhanjan N. Tattar, Suresh Ramaiah, B. G. Manjunath

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