source("http://www.uvm.edu/~rsingle/stat221/data/scripts-221.R") dat <- otherdata("resid1.dat") #Compute VIF in 2 different ways y.x1x2 <- lm(Y~X1+X2, data=dat) summary(y.x1x2)$coef vif(y.x1x2) 1/( 1 - cor(dat$X1,dat$X2)^2 ) #Create a highly collinear variable dat$X3 <- dat$X1 dat$X3[1] dat$X3[1] <- 32 #Compare VIF values for the 2 models y.x1x2x3 <- lm(Y~X1+X2+X3, data=dat) vif(y.x1x2x3) summary(y.x1x2)$coef summary(y.x1x2x3)$coef 2.2725308/0.2721941