Two methods of computing GVIFs are provided for unweighted linear models: In particular weighted linear models, generalized linear models, and mixed-effects models. Through a further generalization, the implementation here is applicable as well to other sorts of models, To adjust for the dimension of the confidence ellipsoid, the functionĪlso prints \(GVIF^\) where \(df\) is the degrees of freedom The subspace of the columns of the model matrix pertaining to each term is In size of the confidence ellipse or ellipsoid for the coefficients of the term inĬomparison with what would be obtained for orthogonal data.Īre invariant with respect to the coding of the terms in the model (as long as If any terms in an unweighted linear model have more than 1 df, then generalized variance-inflation factors If all terms in an unweighted linear model have 1 df, then the usual variance-inflation
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