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vif_func<-function(in_frame,thresh=10,trace=T,...){ | |
require(fmsb) | |
if(class(in_frame) != 'data.frame') in_frame<-data.frame(in_frame) | |
#get initial vif value for all comparisons of variables | |
vif_init<-NULL | |
var_names <- names(in_frame) | |
for(val in var_names){ | |
regressors <- var_names[-which(var_names == val)] | |
form <- paste(regressors, collapse = '+') | |
form_in <- formula(paste(val, '~', form)) | |
vif_init<-rbind(vif_init, c(val, VIF(lm(form_in, data = in_frame, ...)))) | |
} | |
vif_max<-max(as.numeric(vif_init[,2]), na.rm = TRUE) | |
if(vif_max < thresh){ | |
if(trace==T){ #print output of each iteration | |
prmatrix(vif_init,collab=c('var','vif'),rowlab=rep('',nrow(vif_init)),quote=F) | |
cat('\n') | |
cat(paste('All variables have VIF < ', thresh,', max VIF ',round(vif_max,2), sep=''),'\n\n') | |
} | |
return(var_names) | |
} | |
else{ | |
in_dat<-in_frame | |
#backwards selection of explanatory variables, stops when all VIF values are below 'thresh' | |
while(vif_max >= thresh){ | |
vif_vals<-NULL | |
var_names <- names(in_dat) | |
for(val in var_names){ | |
regressors <- var_names[-which(var_names == val)] | |
form <- paste(regressors, collapse = '+') | |
form_in <- formula(paste(val, '~', form)) | |
vif_add<-VIF(lm(form_in, data = in_dat, ...)) | |
vif_vals<-rbind(vif_vals,c(val,vif_add)) | |
} | |
max_row<-which(vif_vals[,2] == max(as.numeric(vif_vals[,2]), na.rm = TRUE))[1] | |
vif_max<-as.numeric(vif_vals[max_row,2]) | |
if(vif_max<thresh) break | |
if(trace==T){ #print output of each iteration | |
prmatrix(vif_vals,collab=c('var','vif'),rowlab=rep('',nrow(vif_vals)),quote=F) | |
cat('\n') | |
cat('removed: ',vif_vals[max_row,1],vif_max,'\n\n') | |
flush.console() | |
} | |
in_dat<-in_dat[,!names(in_dat) %in% vif_vals[max_row,1]] | |
} | |
return(names(in_dat)) | |
} | |
} |
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