RVIF calculation — rvifs • rvif
Description: This function provides the values of the Redefined Variance Inflation Factor (RVIF) and the the percentage of near multicollinearity due to each independent variable.

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# RVIF calculation

`rvifs.Rd`

This function provides the values of the Redefined Variance Inflation Factor (RVIF) and the the percentage of near multicollinearity due to each independent variable.

## Usage

    rvifs(x, ul = TRUE, intercept = TRUE, tol = 1e-30)

## Arguments

x

  A numerical design matrix that should contain more than one regressor. If it has an intercept, this must be in the first column of the matrix).

ul

  A logical value that indicates if the variables in the design matrix `x` are transformed to unit length. By default `ul=TRUE`.

intercept

  A logical value that indicates if the design matrix `x` has an intercept. By default `intercept=TRUE`.

tol

  Value determining whether the system is computationally singular. By default `tol=1e-30`.

## Details

The Redefined Variation Inflation Factor (RVIF) is capable to detect both kind of multicollinearity: the essential (approximate linear relationship between at least two independent variables excluding the intercept) and non-essential (approximate linear relationship between the intercept and at least one of the remaining independent variables). This measure also quantifies the percentage of near multicollinearity due to each independent variable.

## Value

RVIF

  Redefined Variance Inflation Factor of each independent variable.

%

  Percentage of near multicollinearity due to each independent variable.

## References

R. Salmerón, C. García, and J. García. (2018). Variance inflation factor and condition number in multiple linear regression. Journal of Statistical Computation and Simulation, 88:2365-2384, doi: doi:10.1080/00949655.2018.1463376 .

Salmerón, R., Rodríguez, A. and García, C.B. (2020). Diagnosis and quantification of the non-essential collinearity. Computational Statistics, 35(2), 647-666, doi: doi:10.1007/s00180-019-00922-x .

Salmerón, R., García, C.B. y García, J. (2025). A redefined Variance Inflation Factor: overcoming the limitations of the Variance Inflation Factor. Computational Economics, 65, 337-363, doi: doi:10.1007/s10614-024-10575-8 .

## Author

R. Salmerón (romansg@ugr.es) and C. García (cbgarcia@ugr.es).

## Examples

    ### Example 1

      library(multiColl)
      set.seed(2025)
      obs = 100
      cte = rep(1, obs)
      x2 = rnorm(obs, 5, 0.01)
      x3 = rnorm(obs, 5, 10)
      x4 = x3 + rnorm(obs, 5, 1)
      x5 = rnorm(obs, -1, 30)
      x = cbind(cte, x2, x3, x4, x5)
      rvifs(x)
    #>                    RVIF       %
    #> Intercept  2.495289e+05 99.9996
    #> Variable 2 2.487886e+05 99.9996
    #> Variable 3 1.282689e+02 99.2204
    #> Variable 4 2.088057e+02 99.5211
    #> Variable 5 1.034727e+00  3.3561

    ### Example 2
    ### The special case of the simple linear regression model

      head(SLM1, n=5)
    #>           y1 cte         V
    #> 1  82.392059   1 19.001420
    #> 2  -1.942157   1 -1.733458
    #> 3   7.474090   1  1.025146
    #> 4 -12.303381   1 -4.445014
    #> 5  30.378203   1  6.689864
      x = SLM1[,2:3]
      rvifs(x)
    #>                RVIF       %
    #> Intercept  2.015249 50.3783
    #> Variable 2 2.015249 50.3783

    ### Example 3
    ### The intercept must be in the first column of the design matrix

      set.seed(2025)
      obs = 100
      cte = rep(1, obs)
      x2 = sample(1:500, obs)
      x3 = sample(1:500, obs)
      x4 = rep(4, obs)
      x = cbind(cte, x2, x3, x4)
      rvifs(x) # also: perfect multicollinearity between the intercept and the constant variable
    #> There is a constant variable. Delete it before running the code or, if it is the intercept, it must be the first column of the design matrix.
    #> Perfect multicollinearity exists. Modify the design matrix before running the code.
      rvifs(x[,-1], intercept = FALSE) # removing the constant from the design matrix
    #> There is a constant variable. Delete it before running the code or, if it is the intercept, it must be the first column of the design matrix.

    ### Example 4
    ### Cases of perfect multicollinearity or computationally singular systems

      head(soil, n=5)
    #>   BaseSat SumCation CECbuffer     Ca     Mg      K    Na     P    Cu    Zn
    #> 1    2.34    0.1576     0.614 0.0892 0.0328 0.0256 0.010 0.000 0.080 0.184
    #> 2    1.64    0.0970     0.516 0.0454 0.0218 0.0198 0.010 0.000 0.064 0.112
    #> 3    5.20    0.4520     0.828 0.3306 0.0758 0.0336 0.012 0.240 0.136 0.350
    #> 4    4.10    0.3054     0.698 0.2118 0.0536 0.0260 0.014 0.030 0.126 0.364
    #> 5    2.70    0.2476     0.858 0.1568 0.0444 0.0304 0.016 0.384 0.078 0.376
    #>      Mn HumicMatter Density    pH ExchAc Diversity
    #> 1 3.200      0.1220  0.0822 0.516  0.466 0.2765957
    #> 2 2.734      0.0952  0.0850 0.512  0.430 0.2613982
    #> 3 4.148      0.1822  0.0746 0.554  0.388 0.2553191
    #> 4 3.728      0.1646  0.0756 0.546  0.408 0.2401216
    #> 5 4.756      0.2472  0.0692 0.450  0.624 0.1884498
      x = soil[,-16]
      rvifs(x)
    #> System is computationally singular. Modify the design matrix before running the code.