4

对于模拟数据,我想找到 VIF。我还想知道在不同的迭代中,变量出现 VIF > 10 的次数。

    for (i in 1:10){
     z1<-rnorm(1000,0,1)
     z2<-rnorm(1000,0,1)
     z3<-rnorm(1000,0,1)

          x1<-z1
          x2<-z1*2+z2
          x3<-z2+z3
          X<-cbind(x1,x2,x3)
          sx<-scale(X)/sqrt(999)

      for(v in 1:ncol(X)){
          R2<-summary(lm(X[,v]~X[,-v]))$r.squared  
          vif<-1/(1-R2)
          if(vif>10) 
            cname<-as.data.frame(colnames(X)[v])
            table(cname)
      }
    } 

提前致谢

4

1 回答 1

1

如果我理解正确,你需要这个。

set.seed(12345)
SimNo <- 10
mat <- matrix(data=NA, nrow=SimNo, ncol=3, byrow=TRUE)
for (i in 1:SimNo){
     z1<-rnorm(1000,0,1)
     z2<-rnorm(1000,0,1)
     z3<-rnorm(1000,0,1)

          x1<-z1
          x2<-z1*2+z2
          x3<-z2+z3
          X<-cbind(x1,x2,x3)
          sx<-scale(X)/sqrt(999)

      for(v in 1:ncol(X)){
          R2<-summary(lm(X[,v]~X[,-v]))$r.squared
          vif<-1/(1-R2)
          if(vif>10) mat[i, v] <- 1 else mat[i, v] <- 0
      }
    }
mat



      [,1] [,2] [,3]
 [1,]    0    1    0
 [2,]    0    0    0
 [3,]    0    1    0
 [4,]    0    1    0
 [5,]    0    0    0
 [6,]    0    0    0
 [7,]    0    0    0
 [8,]    0    1    0
 [9,]    0    1    0
[10,]    0    1    0

colSums(mat)

[1] 0 6 0
于 2013-05-25T10:37:24.557 回答