Variable Inflation Factor R. The smallest possible value of VIF is one absence of multicollinearity. These are interpretable as the inflation in size of the confidence ellipse or.
Variance Inflation Factor Description. Ndarray nobs k_vars design matrix with all explanatory variables as for example used in regression exog_idx. K_vars exogshape1 x_i exog exog_idx mask nparangek_vars exog_idx x_noti exog mask r_squared_i OLSx_i.
VIF measures the number of inflated variances caused by multicollinearity.
These are interpretable as the inflation in size of the confidence ellipse or. To evaluate multicolinearity of multiple regression model calculating the variance inflation factor VIF from the result of lm. High Variable Inflation Factor VIF is a. 1 1 - R2.
