John, you were right. After I checked: I had MORE predictors that entered the model than predictors that were left in and that show up in in summary(myreg)$coeff). That means, some of the predictors were kicked out from the results. I have rerun my lm with all the predictors left in and then vif worked! Thanks a lot! Dimitri
On Tue, Sep 13, 2011 at 10:53 AM, John Fox <j...@mcmaster.ca> wrote: > Dear Dimitri, > >> -----Original Message----- >> From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- >> project.org] On Behalf Of Dimitri Liakhovitski >> Sent: September-13-11 10:29 AM >> To: r-help >> Subject: [R] using vif from package "car" - "aliased coefficients in >> the model" >> >> Hello! >> I have run a simple regression - lm and created a regression object >> "myreg". >> I can see all the coefficients when I print(myreg). >> Then I tried to run vif(myreg) from the package "car". >> However, it's giving me an error: in vif.lm(regr.f) : there are aliased >> coefficients in the model > > That's curious, since vif.lm() tests for aliased coefficients via > any(is.na(coef(mod))). Are you sure that there are no NAs among the printed > coefficients? If there are perfect collinearities, lm() will arbitrarily > remove some regressors from the model, and the resulting VIFs would be > misleading, since the correct answer is that at least one VIF is infinite. > > Best, > John > > -------------------------------- > John Fox > Senator William McMaster > Professor of Social Statistics > Department of Sociology > McMaster University > Hamilton, Ontario, Canada > http://socserv.mcmaster.ca/jfox > > > >> >> Very sorry for my question: Is there any way to get the vif's for all >> predictors? >> >> Thank you very much! >> >> -- >> Dimitri Liakhovitski >> marketfusionanalytics.com >> >> ______________________________________________ >> R-help@r-project.org mailing list >> 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. > > -- Dimitri Liakhovitski marketfusionanalytics.com ______________________________________________ R-help@r-project.org mailing list 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.
