Vif Regression R. However the case of perfect collinearity is very rare in practical cases. The vif commands from the rms and DAAG packages produce VIF values whereas the other two produce GVIF values.
The column of returned matrix indicates regressors name and row indicates value of each biasing parameter K provided as argument to lmridge function. It makes the coefficient of a variable consistent but unreliable. Aug 03 2020 Tests of significance for regression coefficients can be misleading.
Calculates variance-inflation and generalized variance-inflation factors for linear generalized linear and other models.
Excessive multicollinearity can cause problems for regression models. However the case of perfect collinearity is very rare in practical cases. The variance inflation factor quantifies the effect of collinearity on the variance of our regression estimates. However some pen and paper is likely need to justify this claim and I am may be wrong.
