[R] Variation Inflation factor for GLS

[John Fox]

Dear Laura,

There is no car::vif() method for gls objects, but the approach that car:::vif.lm() uses -- to compute VIFs (and generalized VIFs) from the correlation matrix of the coefficients -- should be applicable to models fit by gls().

I'll take a look a providing a vif.gls() method when I have some time, but, especially if you want VIFs, as opposed to GVIFs, you should be able to do the computations yourself.

I hope this helps,
 John

------------------------------------------------
John Fox, Professor
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/
	

On Tue, 20 May 2014 13:26:58 +0000
 Laura Riggi <laura.riggi at slu.se> wrote:
> Dear all,
> I am running a gls and I would like to check the vif of my model. It seems that the vif function in the car package and the vif.mer function available online do not work for gls. Would you know of a method to measure variance inflation factors for GLS?
> Thank you
> Laura
> 
> 
> 
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