rcorrelationmulticollinearity

how vifcor function works in R


I'm using vifcor and vifstep functions from the usdm package in R to detect multicollinearity. My understanding for vifcor is that if I put the threshold as 0.9 for example it should give me all the variables with vif values <= 9. But the results showed much higher values (39, etc.).

So how exactly does it work and what is its relation to the vif value?

vif


Solution

  • For vifcor, th is filtering based on the correlation threshold not VIF. Use vifstep if you want to filter using VIF.