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VIF and GVIF #300

Merged
merged 20 commits into from
Sep 13, 2023
Merged

VIF and GVIF #300

merged 20 commits into from
Sep 13, 2023

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palday
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@palday palday commented Sep 6, 2023

  • still needs more extensive tests, but I haven't had a chance to see what it would take to fake something reasonable

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@nalimilan
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Also there seem to remain a few uncovered lines (apart from the @static if VERSION which is obviously a bug).

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palday and others added 3 commits September 10, 2023 18:16
Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>
Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr>
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@kleinschmidt kleinschmidt left a comment

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I'd generally be a lot more comfortable if there was some kind of reproducible way to get these reference values (even if it's in a script that doesn't actually get automatically executed during tests). but otherwise looks good

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@@ -44,6 +44,10 @@ StatsModels.formula(model::Duncan) = model.formula
@test vif(MyRegressionModel3()) ≈ [1, 1]
end

# Reference values from
# https://github.com/palday/MixedModelsExtras.jl/blob/6db061cb856301c04b978101d4c53b90c890715b/test/vif.jl
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Can you copy the relevant parts from that file instead? It's weird to rely on MixedModelsExtras for that, especially if this PR is supposed to provide the same features more upstream.

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I mean, the relevant parts of that file are just the reference values. I'm planning on writing out the R code to do it again, which is why I hadn't merged this PR yet.

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added in 96686ab

@palday palday merged commit 2c73de3 into master Sep 13, 2023
@palday palday deleted the pa/vif branch September 13, 2023 07:18
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3 participants