Re: [R] Variance Inflation Factor VIC() with a matrix

2012-09-20 Thread Michael Friendly
You've stumbled across the answer to your question -- while lm() supports y~X formulas without a data=argument and y~ X1+X2+X3 formulas with one, you can't depend on all contributed functions to do the same. As John pointed out, the advantage of car::vif over other implementations is that it cor

Re: [R] Variance Inflation Factor VIC() with a matrix

2012-09-20 Thread John Fox
Dear Martin, > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Martin H. Schmidt > Sent: Thursday, September 20, 2012 8:52 AM > To: r-help@r-project.org > Subject: [R] Variance Inflation Factor VIC() wit

[R] Variance Inflation Factor VIC() with a matrix

2012-09-20 Thread Martin H. Schmidt
Hi everyone, Running the vif() function from the car package like > reg2 <- lm(CARsPur~Delay_max10+LawChange+MarketTrend_20d+MultiTrade, data=data.frame(VarVecPur)) > vif(reg2) Delay_max10 LawChange MarketTrend_20d MultiTrade