By Variance Inflation Factor?
Variance Inflation Factor Measures How Much the Behavior (Variance) of an Independent Variable Is Influenced, or Inflated, by Its Interaction/Correlation with...
Variance inflation factor measures how much the behavior (variance) of an independent variable is influenced, or inflated, by its interaction/correlation with the other independent variables. Variance inflation factors allow a quick measure of how much a variable is contributing to the standard error in the regression.
What is variance inflation factor formula?
Y = β0 + β1 X1 + β2 X 2 + ... + βk Xk + ε. The remaining term, 1 / (1 − Rj2) is the VIF. It reflects all other factors that influence the uncertainty in the coefficient estimates.
What is an acceptable variance inflation factor?
Most research papers consider a VIF (Variance Inflation Factor) > 10 as an indicator of multicollinearity, but some choose a more conservative threshold of 5 or even 2.5.
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