Variance Inflation Factor Regression. VIF is an index that provides a measure of how much the variance of an estimated regression coefficient increases due to collinearity. Multicollinearity and Variance Inflation Factors 40 Consider the multiple regression model.
This tutorial explains how to calculate VIF in Excel. The Variance Inflation Factor VIF is 1Tolerance it is always greater than or equal to 1. May 09 2019 The most common way to detect multicollinearity is by using the variance inflation factor VIF which measures the correlation and strength of correlation between the predictor variables in a regression model.
May 09 2019 The most common way to detect multicollinearity is by using the variance inflation factor VIF which measures the correlation and strength of correlation between the predictor variables in a regression model.
For example the variance inflation factor for the estimated regression coefficient b j denoted VIF j is just the factor by which the variance of b j is inflated. If R j 2 denotes the value of R 2 from regressing x j on the other predictors then. This tutorial explains how to calculate VIF in Excel. The value for VIF starts at 1 and has no upper limit.
