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Variance Inflation Factors Tool
Variance Inflation Factors Tool
The Variance Inflation Factor (VIF) tool produces a coefficient summary report that includes either the variance inflation factor or a generalized version of the VIF (GVIF) for all variables except the model intercept (which always has a VIF or GVIF that equals 1). The tool produces VIF values if none of the predictors are categorical variables with more than 2 levels and produces GVIF values otherwise. The "standardized" (G)VIF values correspond to (G)VIF^[1/(2*DF)].
Note
This macro is not automatically installed with Alteryx Designer. To use this macro, download it from the Alteryx Community Gallery.
Input
You can apply this tool to the model objects created by the Linear, Logistic, Count, and Gamma regression tools in cases where the model is estimated using open-source R routines, but not Revo ScaleR methods, since the Revo ScaleR model objects don't contain the information needed to calculate (G)VIFs.
Configure the Tool
This tool requires no configuration.
Output
The 2 outputs relay similar data tables with differences in formats. The tables are generated from data given by the output of the vif package (citation) in R. The tables consist of the following information:
Variable | The name of the variable |
|---|---|
GVIF/VIF | The increase in the variance of a regression coefficient due to its collinearity with the other variables. This value is greater than or equals to 1 with larger values that denote higher collinearity between the vector and the columns of the design matrix for that variable's regression on the other covariates. |
DF | Degrees of freedom (for categorical variables, 1 less than the number of levels). |
Std_GVIF/Std_VIF | This gives how many times larger the given variable is than if it was orthogonal to the others. It is calculated as (G)VIF^[1/(2*DF)]. |
Connect a Browse tool to each output anchor to view results.
D anchor: Outputs a Data table.
R anchor: Outputs a Report table. The VIF values are formatted to have 5 significant digits.