测试多重共线性时存在因素

Question

在具有虚拟变量的模型中检查多重共线性是否可能？假设以下示例

treatment <- factor(rep(c(1, 2), c(43, 41)), levels = c(1, 2), labels = c("placebo", "treated"))
improved <- factor(rep(c(1, 2, 3, 1, 2, 3), c(29, 7, 7, 13, 7, 21)), levels = c(1, 2, 3), labels = c("none", "some", "marked"))
numberofdrugs <- rpois(84, 5)+1
healthvalue <- rpois(84,5)
y <- data.frame(healthvalue,numberofdrugs, treatment, improved)

test <- lm(healthvalue~numberofdrugs+treatment+improved, y)

当我想检查这样一个模型是否存在多重共线性时，我应该做什么？

- user734124

Answer 1

你可以计算VIF来量化自变量的多重共线性程度：

library(car)
vif(test)
                  GVIF Df GVIF^(1/(2*Df))
numberofdrugs 1.035653  1        1.017670
treatment     1.224984  1        1.106790
improved      1.193003  2        1.04510

- Chase