vif(fit)
lrm
,
ols
,
psm
,
cph
, or
glm
Frank Harrell
Department of Biostatistics
Vanderbilt University
f.harrell@vanderbilt.edu
Davis CE, Hyde JE, Bangdiwala SI, Nelson JJ: An example of dependencies among variables in a conditional logistic regression. In Modern Statistical Methods in Chronic Disease Epidemiology, Eds SH Moolgavkar and RL Prentice, pp. 140–147. New York: Wiley; 1986.
set.seed(1) x1 <- rnorm(100) x2 <- x1+.1*rnorm(100) y <- sample(0:1, 100, TRUE) f <- lrm(y ~ x1 + x2) vif(f)