vif_fun.r

vif_func<-function(in_frame,thresh=10,trace=T,...){

  library(fmsb)
  
  if(any(!'data.frame' %in% class(in_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))
    
    }
  
  }