Variance Inflation Factor R. Sep 01 2014 To calculate the variance inflation factor for the estimate i attached to explanatory variable X i do the following. R_Weight2 is 8812 or in decimal form 08812.
10 7 Detecting Multicollinearity Using Variance Inflation Factors Stat 462 from online.stat.psu.edu
Steps for Implementing VIF. Find the R i 2 statistic for the regression. It makes the coefficient of a variable consistent but unreliable.
University of West Florida.
A VIF is calculated for each explanatory variable and those with high values are removed. It is calculated by taking the the ratio of the variance of all a given models betas divide by the variane of a single beta if it were fit alone. To adjust for the dimension of the confidence ellipsoid the function also prints GVIF 1 2df where df is the degrees of freedom associated with the term. If any terms in an unweighted linear model have more than 1 df then generalized variance-inflation factors Fox and Monette 1992 are calculated.
