Hi
> -----Original Message-----
> From: Methekar, Pushpa (GE Transportation, Non-GE)
> [mailto:pushpa.methe...@ge.com]
> Sent: Friday, April 17, 2015 1:12 PM
> To: PIKAL Petr
> Subject: RE: How to calculate vif of each term of model in R?
>
> Hi Petr,
> You got my problem ,the solution which u specified is little good but
> with
>
>
> >update(model1,.~. - names(vif(model1))[vmax])
>
>
>
> I won't be able to update my model .
> Instead I have to write like
>
>
> > update(model1,.~. - x8)
>
maybe something like
fun = function(model1) {
vmax <- which.max(vif(model1))
while( vif(model1)[vmax]>=10) {
model1 <- update(model1,.~. - names(vif(model1))[vmax]))
vmax <- which.max(vif(model1))
}
return(model1)
}
I am not sure about cycle (i did not use while in R for a while).
Without some data I cannot check syntax so it is up to you.
Cheers
Petr
>
> i.e my x which having highest vif value.
> Each time for removing highest x .i have to explicitly write ......-
> x8) So is there any way to avoid this?
>
>
>
>
> Thanks,
> Pushpa
>
> -----Original Message-----
> From: PIKAL Petr [mailto:petr.pi...@precheza.cz]
> Sent: Friday, April 17, 2015 4:16 PM
> To: Methekar, Pushpa (GE Transportation, Non-GE)
> Subject: RE: How to calculate vif of each term of model in R?
>
> Comments to your first mail which are among lines and directly related
> to your code.
>
> I specifically mentioned it
>
> > answers and comments in line
>
> If you have my first respond you can find them easier then now as they
> are buried within your mail.
>
> Cheers
> Petr
>
>
> > -----Original Message-----
> > From: Methekar, Pushpa (GE Transportation, Non-GE)
> > [mailto:pushpa.methe...@ge.com]
> > Sent: Friday, April 17, 2015 12:10 PM
> > To: PIKAL Petr
> > Subject: RE: How to calculate vif of each term of model in R?
> >
> > What comments are you talking about?
> >
> > -----Original Message-----
> > From: PIKAL Petr [mailto:petr.pi...@precheza.cz]
> > Sent: Friday, April 17, 2015 3:38 PM
> > To: Methekar, Pushpa (GE Transportation, Non-GE)
> > Cc: r-help@r-project.org
> > Subject: RE: How to calculate vif of each term of model in R?
> >
> > Did you follow my advice/comments?
> >
> > Cheers
> > Petr
> >
> >
> > > -----Original Message-----
> > > From: Methekar, Pushpa (GE Transportation, Non-GE)
> > > [mailto:pushpa.methe...@ge.com]
> > > Sent: Friday, April 17, 2015 11:43 AM
> > > To: PIKAL Petr
> > > Subject: RE: How to calculate vif of each term of model in R?
> > >
> > > Car package
> > >
> > > -----Original Message-----
> > > From: PIKAL Petr [mailto:petr.pi...@precheza.cz]
> > > Sent: Friday, April 17, 2015 3:11 PM
> > > To: Methekar, Pushpa (GE Transportation, Non-GE); r-help@r-
> > project.org
> > > Subject: RE: How to calculate vif of each term of model in R?
> > >
> > > Hi
> > >
> > > I did not see any answer so I try.
> > >
> > > Your question lacks some info:
> > >
> > > Which vif - car or HH?
> > >
> > > answers and comments in line
> > >
> > > > -----Original Message-----
> > > > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of
> > > > Methekar, Pushpa (GE Transportation, Non-GE)
> > > > Sent: Wednesday, April 08, 2015 10:24 AM
> > > > To: r-help@r-project.org
> > > > Subject: [R] How to calculate vif of each term of model in R?
> > > >
> > > >
> > > > I am beginner in R doing modelling in R, I loaded excel sheet in
> > > > R, i have chosen x elements and y elements then fitted model for
> > linear
> > > and
> > > > second order regression. Now I have both models. I am bit
> confused
> > > how
> > > > to calculate vif for each term in model like
> > > >
> > > > e.g model1<-lm(y1~x1+x2+.....x9) when I am using rms package then
> > > it's
> > > > giving me like
> > > >
> > > > vif(model1)
> > > >
> > > > x1 x2 x3 x4 x5 x6
> > > > x7
> > > >
> > > > 6.679692 1.520271 1.667125 3.618439 4.931810 2.073879
> > > > 13.870630
> > > >
> > > > x8 x9
> > > >
> > > > 220.969628 214.034135
> > > >
> > > > now i want to compare each term with std vif as vif>=10 and which
> > > will
> > > > satisfy this condition i want to delete that term and update
> > model1.
> > > i
> > > > have done something like this
> > > >
> > > > fun = function(model1) {
> > > >
> > > > for(i in 1:length(model1)) {
> > > >
> > > > v=vif(model1)
> > > >
> > > > ss=any(v[i]>=10)
> > >
> > > here you select only one item from vif, Why do you use any?
> > >
> > > >
> > > > if(ss==1){update(model1,.~.,-v[i])}
> > > >
> > > > else{print("no update")}
> > > >
> > >
> > > Why do you change i here?
> > >
> > > > i<-i+1
> > > >
> > > > }
> > > >
> > > >
> > > >
> > > > return(model1)
> > > >
> > > > }
> > > >
> > >
> > > if you want to get rid of all terms bigger than some threshold in
> > once
> > > you can use
> > >
> > > sel <- which(vif(model1)>10)
> > >
> > > and select values for update possibly by
> > >
> > > update(model1,.~. - names(vif(model1))[sel])
> > >
> > > or if you want to get rid one by one you can use
> > >
> > > vmax <- which.max(vif(model1))
> > > and check if max vif value is bigger than 10.
> > >
> > > vif(model1)[vmax]>=10
> > >
> > > If it is just update with
> > >
> > > - names(vif(model1))[vmax])
> > >
> > > if it is not do not update.
> > >
> > > All of this untested.
> > >
> > > Cheers
> > > Petr
> > >
> > > > fun(model1)
> > > >
> > > > but giving error as
> > > >
> > > > Error in if (ss == 1) { : missing value where TRUE/FALSE needed.
> > > >
> > > > please tell me how do i solve this problem.
> > > >
> > > >
> > > >
> > > > [[alternative HTML version deleted]]
> > > >
> > > > ______________________________________________
> > > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> > > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > > PLEASE do read the posting guide http://www.R-
> project.org/posting-
> > > > guide.html and provide commented, minimal, self-contained,
> > > > reproducible code.
> > >
> >
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