Variable Inflation Factor R. This function is a simple port of vif from the car package. For the two continuous variables TNAP and ICE this is the same as the VIF values before.
The VIF of a predictor is a measure for how easily it is predicted from a linear. To evaluate multicolinearity of multiple regression model calculating the variance inflation factor VIF from the result of lm. The smallest possible value of VIF is one absence of multicollinearity.
Multicollinearity inflates the variance and type II error.
Olivier the R 2 values used in computing tolerance and VIF are from linear regression models that have each explanatory variable in turn as the outcome variable--the outcome from the Cox model. Jun 03 2020 Variance inflation factor VIF is used to detect the severity of multicollinearity in the ordinary least square OLS regression analysis. Higher values signify that it is difficult to impossible to assess accurately the contribution of predictors to a model. It is used for diagnosing collinearitymulticollinearity.
