For simulated data I want to find VIF. I also want to know that at different iterations how many times a variable appeared to have VIF >10.
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)
}
}
Thanks in advance