Vif Regression Interpretation. The associated simple regression has slope f and the same residuals e Y - X. Statisticians refer to this type of correlation as multicollinearity.
How the VIF is computed. VIF_jfrac 1 1-R_ j 2. The associated simple regression has slope f and the same residuals e Y - X.
We can use the vif command after the regression to check for multicollinearity.
VIFs are usually calculated by software as part of regression analysis. Computationally it is defined as the reciprocal of tolerance. A general rule of thumb for interpreting VIFs is as follows. Jun 03 2020 Variance inflation factor VIF is used to detect the severity of multicollinearity in the ordinary least square OLS regression analysis.
