My data set contains few varibales which I converted to factor as I wanted them to be in that format. To start with, I wanted to check the importance of each variable and check for multicollinearity. But when I run code, I get NA values for all those factor variables. enter image description here

Does vif doesn't work for categorical variables?


Variance Inflation Factors are defined on the level of regressors. A categorical factor with $k$ levels will (usually) be dummy-coded into $k-1$ separate boolean dummies, so you might, if at all, get $k-1$ VIFs.

However, collinearity between categorical data is much less well understood than collinearity between numerical regressors. See also here: Collinearity between categorical variables So I wouldn't be surprised if your software package made a conscious decision not to output VIFs for categorical data.

  • $\begingroup$ say if i don't convert them into factors manually and just run VIF on raw data, would that be a good step to know variable importance? $\endgroup$ Jun 16 '17 at 13:15
  • 2
    $\begingroup$ VIF is not defined for categorical data. You cannot run VIF on it. $\endgroup$ Jun 16 '17 at 13:31

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