Map a Qualitative Confidence Level to a Variance Inflation Factor (VIF)
Source:R/10_a1_mapping.R
confidence_to_vif.RdMaps intuitive confidence levels to VIF values for easy prior specification.
Usage
confidence_to_vif(confidence = c("low", "medium", "high"))Details
The mapping is:
- low
VIF = 5.0; high uncertainty about \(K_J\)
- medium
VIF = 2.5; moderate uncertainty
- high
VIF = 1.5; high confidence (near Poisson boundary)
Higher confidence implies lower variance, which corresponds to lower VIF. The "high" setting (VIF = 1.5) is close to the A1 feasibility boundary.
See also
vif_to_variance for converting VIF to variance
Examples
# Get VIF for medium confidence
vif <- confidence_to_vif("medium") # Returns 2.5
# Complete workflow
mu_K <- 5
vif <- confidence_to_vif("low")
var_K <- vif_to_variance(mu_K, vif)
fit <- DPprior_a1(J = 50, mu_K = mu_K, var_K = var_K)