當存在因素時測試多重共線性

Question

是否可以使用虛擬變量檢查模型中的多重共線性？假設下面的例子

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) 

什麼是我應該做的，當我要檢查，如果在這樣的模式出現多重？

Answer 1

可以計算VIF爲您預測量化多重量：

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