Variance Inflation Factor Logistic Regression. If the degree of correlation is high enough between variables it can cause problems when fitting and interpreting the regression model. Browse other questions tagged regression logistic python statsmodels variance-inflation-factor or ask your own question.
Hot Network Questions Is an extra 1W that significant with LED bulbs. One method for detecting whether multicollinearity is a problem is to compute the variance inflation factor or VIF. You can calculate it the same way in linear regression logistic regression Poisson regression etc.
VIF function from car package returns NAs when assessing Multinomial Logistic Regression Model.
This is a measure of how much the standard error of the estimate of the coefficient is inflated due to multicollinearity. A variance inflation factor exists for each of the predictors in a multiple regression model. Where R-squared is the coefficient of determination in linear regression. For example the variance inflation factor for the estimated regression coefficient bj denoted VIFj is just the factor by which the variance of bj is inflated.
