Variance Inflation Factor Spss. Y_ibeta_0beta_kx_ikepsilon_i it can be shown that the variance of the estimated coefficient b_k is. The syntax we obtain is shown below.
Variance Inflation Factor VIF The standard error of the bweight with 2 IVs This is the square root of the mean square residual over the sum of squares X1times 1 minus the squared correlation between IVs. If you divide 1 by669 youll get 1495 which is exactly the same as the VIF statistic shown above. In statistics the variance inflation factor VIF is the quotient of the variance in a model with multiple terms by the variance of a model with one term alone.
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Subscribe to be notified. Variance Inflation Factor VIF The standard error of the bweight with 2 IVs This is the square root of the mean square residual over the sum of squares X1times 1 minus the squared correlation between IVs. The syntax we obtain is shown below. 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.