Variance Inflation Factor Vif. Steps for Implementing VIF Run a multiple regression. Jun 03 2020 Variance inflation factor VIF is used to detect the severity of multicollinearity in the ordinary least square OLS regression analysis.
Steps for Implementing VIF Run a multiple regression. 1 1 -. Greater than 5.
Mar 24 2020 Fortunately its possible to detect multicollinearity using a metric known as the variance inflation factor VIF which measures the correlation and strength of correlation between the explanatory variables in a regression model.
As the name suggests a variance inflation factor VIF quantifies how much the variance is inflated. So what threshold should YOU choose. For example a VIF of 19 tells you that the variance of a particular coefficient is 90 bigger than what you would expect if there was no multicollinearity if there was no correlation with other predictors. Jun 03 2020 Variance inflation factor VIF is used to detect the severity of multicollinearity in the ordinary least square OLS regression analysis.
