Dear Özgür, car::vif() produces a warning, not an error. It will proceed to compute VIFs based on the correlation matrix of the coefficients (take a look at car:::vif.lm) even if there is no intercept, and even though this would not normally correspond to variance inflation due to correlation of the predictors. If you think that makes sense, then by all means use the VIFs.
Best, John ------------------------------------------------ John Fox Sen. William McMaster Prof. of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox/ On Fri, 13 Apr 2012 09:49:54 -0700 (PDT) Özgür Asar <oa...@metu.edu.tr> wrote: > Dear all, > > I have faced a problem while calculating VIF values via the packages, car > and HH for the models witout intercepts. Below is an illustrative example: > > 1) via the car package > > > y<-rnorm(100,0,1) > > x1<-rnorm(100,0,1) > > x2<-rnorm(100,0,1) > > x3<-rnorm(100,0,1) > > model1<-lm(y~-1+x1+x2+x3) > > model2<-lm(y~-1+x1+x2) > >library(car) > > vif(model1) > x1 x2 x3 > 1.000279 1.019231 1.019376 > Warning message: > In vif.lm(model1) : No intercept: vifs may not be sensible. > > vif(model2) > x1 x2 > 1.000085 1.000085 > Warning message: > In vif.lm(model2) : No intercept: vifs may not be sensible. > > 2) via the HH package > > library(HH) > > vif(model1) > x2 x3 > 1.000557 1.000557 > > vif(model2) > Error in vif.default(xx, na.action = na.action) : > vif requires two or more X-variables. > > I could not understand why this occured. Does anyone have any idea about it? > > Best > Ozgur > > > > > ----- > > ************************************ > Ozgur ASAR > > Research Assistant > Middle East Technical University > Department of Statistics > 06531, Ankara Turkey > Ph: 90-312-2105309 > -- > View this message in context: > http://r.789695.n4.nabble.com/vif-calculation-with-car-and-HH-packages-tp4555402p4555402.html > Sent from the R help mailing list archive at Nabble.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. ______________________________________________ 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.
