Dear all,
I have faced a problem while calculating VIF values via the packages, car
and HH for the models witout intercepts. Below is an illustrative example:
1) via the car package
> y<-rnorm(100,0,1)
> x1<-rnorm(100,0,1)
> x2<-rnorm(100,0,1)
> x3<-rnorm(100,0,1)
> model1<-lm(y~-1+x1+x2+x3)
> model2<-lm(y~-1+x1+x2)
>library(car)
> vif(model1)
x1 x2 x3
1.000279 1.019231 1.019376
Warning message:
In vif.lm(model1) : No intercept: vifs may not be sensible.
> vif(model2)
x1 x2
1.000085 1.000085
Warning message:
In vif.lm(model2) : No intercept: vifs may not be sensible.
2) via the HH package
> library(HH)
> vif(model1)
x2 x3
1.000557 1.000557
> vif(model2)
Error in vif.default(xx, na.action = na.action) :
vif requires two or more X-variables.
I could not understand why this occured. Does anyone have any idea about it?
Best
Ozgur
-----
************************************
Ozgur ASAR
Research Assistant
Middle East Technical University
Department of Statistics
06531, Ankara Turkey
Ph: 90-312-2105309
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