# Tagged Questions

Variance Inflation Factor (VIF) quantifies the severity of multicollinearity in an ordinary least squares regression analysis. It provides an index that measures how much the variance (the square of the estimate's standard deviation) of an estimated regression coefficient is increased because of ...

20 views

### collinearity in conditional logistic regression: glm vs coxph

I am fitting some conditional logistic regression models to wildlife radio telemetry data using a 1:1 paired design, specifically where habitat features at a single telemetry point are compared to ...
33 views

### Multicollinearity: How to convert GVIF^(1/(2df)) values to VIF

I am using the GVIF^(1/(2df)) method in my analyses to check for multicollinearity of my (mainly) categorical variables. However, I am struggling with the cut-off values. For the 'regular' VIF several ...
70 views

### Multicollinearity with highly safe t-statistics but VIF of 13

If all of my coefficients in my logsitic model have really perfect t-statistics that all show sufficiently high significance but have two coefficients that have high VIF like 13-14 with sample size of ...
159 views

### Is multicolinearity problem ignorable under this situation?

When I run the logistic regression, two independent variables have VIF values greater than 10 like 13 or so. Logistic regression is the one I will use to measure the overall change in the dependent ...
26 views

### Negative Variance Inflation Factor (VIF)?

I'm working on a Poisson regression model (with SAS), and my predictors are not only quantitatives (I have a lot of categorical variables). With SAS, it's possible to determine easily VIF of each ...
31 views

### How to calculate variance inflation factor (VIF) for a GLMER?

I've never worked with GLMER models before and I was wondering if calculating VIF is in any way different than in simpler regressions. In R, for instance, I usually use the ...
29 views

### Should the intercept be included when you check the condition index?

Many sources state that a condition index >30 constitutes a multicollinearity problem. When I've tried to implement this check in practice, I've realized that the condition index (and VIFs) change ...
84 views

### Why aren't we simply using $R_j^2$ instead the VIF?

After all we calculate the VIF by $1/(1-R_j^2)$. A VIF of $5$ corresponds to an $R_J^2$ of $0.8$. To me, the information given by $R_j^2$ just becomes more obscure when I apply the VIF formula. Why ...
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### How to interpret differences in VIF and condition number?

In my present data, the Variance Inflation Factors suggest lack of substential multicolliniearity (<1,7). However, the condition number of 28 is almost at the critical value of 30. How do I ...
20 views

### Do I have multicollinearity? [duplicate]

I am examining the impact of 7 IVs on one DV using regression anaysis. Some of the IVs are significantly correlated with each other, which is consistent with theory. While the single OLS regression ...
41 views

### Vif and stepwise regression

I used the VIF to detect multicollinearity, I want to use forward selection and backward elimination procedures. My question is: Do I have to use all the variables in my dataset in the procedures or ...
66 views

### Is it appropriate to test for collinearity in a mixed model using VIF?

My study is examining predictors of skin lesions in pigs. I am looking at the effect of predictor variables (including weight at 4 weeks, 9 weeks and 20 weeks) and I have carried out a mixed model ...
63 views

### Regression — multicolinearity and VIFs

I understand that variance inflation factors can be used to detect multicollinearity. What is the intuition behind the VIF formulation? What aspect of this formula shows it detects multicollinearity ...
21 views

### Selecting Model Based On Data Set

I am doing a project for class in which we choose a data set and use SAS to analyze potential models to predict the response variable. I ran an preliminary proc reg in SAS to determine which variables ...
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### Calculate VIF using standard deviation in binary logistic regression

I want to test my binary logistic regression model for multicollenearity. Hence, i want to calculate Variance Inflation Factor (VIF). But i'm confused with R-squared value which is needed to ...
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### Not VIF but GVIF threshold criteria for factorial (2 to 4 levels) and continuous variables?

I would like to select between factorial and continuous variables that may be correlated for inclusion in a linear model. For the selection of variables I am using the "GVIF", however, how can I set ...
24 views

### How to show the equality of two Variance Inflation Factor(VIF) definitions

How to show the diagonal elements of the ${C = (X'X)^{-1}}$ are $C_{jj} = \frac{1}{1 - R_{j}^2}$ where $R_{j}^2$ is the coefficient of multiple determinations from the regression of $x_j$ on the ...
94 views

### Identical VIF/Tolerance scores - Multiple regression

To begin - I am extremely bad at stats. I am running a multiple regression analysis on a dataset to predict one variable from two others. There were three independent variables(IV) before, although I ...
206 views

### Principal Components Analysis Regression VIF Interpretation in Minitab?

I'm trying to verify my understanding of how to apply principal component analysis to a multiple regression. Here's my current process and understanding using Minitab: Part 1: I already have my data ...
453 views

### What are the merits of different approaches to detecting collinearity?

I want to detect whether collinearity is a problem in my OLS regression. I understand that variance inflation factors and the condition index are two commonly used measures, but am finding it ...
111 views

### How to interpret a VIF of 4?

I am doing a multiple regression, trying to test the extent to which personal income changes and Presidential popularity can predict election results. I have a small sample size, unfortunately, as ...
157 views

### Detect multicollinearity in maximum likelihood scenarios

I'm estimating a binary logit discrete choice model with BIOGEME and want to check for multicollinearity of my predictors. BIOGEME uses maximum likelihood estimation (MLE) and not ordinary least ...
246 views

### How we can select suitable Variance Influence Factor (VIF) critical value to detect collinearity?

In Variance Influence Factor(VIF) we should use a critical value. A rule of for this value is 10. Is this a good value for detecting collinear based one ...
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### Matrix singularity catch-22 in regression analysis

I'm trying to run a multiple regression, but I'm getting a singular matrix exception. I assume this means that there is high collinearity among my independent variables, so for each X I produce its ...
62 views

### Multicollinearity to be assessed item wise or construct wise

In order to check multicollinearity, do I have to combine items for the same construct and assess the correlation table for the constructs, OR do I have to check the item wise correlation table?
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### VIF around 3.5 in two covariates, how shall I deal the problem?

in my multinomial logistic regression model (sample size n=290) I am adjusting the results for a group of covariates (n=8). I tested them for multicollinearity and if most of them have a VIF lower ...
580 views

### What is the difference between VIF and stepwise regression?

What is the difference between the variance inflation factor (VIF) and stepwise regression as both help in detecting multicollinearity? What variables are different while running both techniques?
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For a multiple regression model, all the variables have p-values below 0.05. The p value for the whole model is below 0.05 as well. When I checked for multicollinearity, I got VIFs below 5 for all the ...
79 views

### Variance Inflation Factor and Condition Indeces

My data is cross-sectional macroeconomics data. I have six independent variables (x1,x2,x3,x4,x5,x6) plus 2 dummies (d1,d2) plus 2 interactions terms (d1*x1,d2*x1).I am testing my data for ...
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### Multicollinearity Using VIF and Condition Indeces

I am testing my dataset for multicollinearity using VIF and condition indices(CI).My dataset is cross-sectional macroeconomics data. I have 6 independent variables (x1,x2,x3,x4,x5,x6) plus 2 dummies (...
207 views

### VIF Values for Multicollinearity

I have a cross-sectional dataset which I obtained from panel data. All the variables are on macroeconomics with n=75. I want to check my variables for multicollinearity using VIF. I got the following ...
366 views

### How to interpret VIF?

I am using the vif function in the R package car to test for multicollinearity. I am a little confused at the output given. For example, I have 5 variables (x1, x2, ...
133 views

### Multicollinearity? Non-significant multiple-linear regression, highly correlated regressors but low variance inflation factor

I have a small sample (30 obs) and 4 independent variables, 3 of which are significantly correlated to each other. I have tried to run the simple linear regression on each of them separately and it ...
2k views

### VIF for generalized linear model

Is the variance inflation factor useful for GLM models. Below example shows OLS is showing VIF>5, but GLM lower. GLM shows instability in the coefficients between train and test set. ...
89 views

### Variance Inflation Factor less than 1 in ridge regression?

I was trying to determine the biasing constant in ridge regression when I came across a phenonomenon that seems quite puzzling, to me at least. I let the GCV criterion choose a constant for me and ...
289 views

### Very low VIF values, but extreme high condition index

In my multiple linear regression model, all of my explanatory variables have a VIF score, lower then 3, but the highest condition index is 709. The constant and one of the explanatory variables have 1....
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### In plain language, why is there no VIF for binary outcome regression models?

As far as I know, the variance inflation factor is not computed with pseudo-$R^{2}$ or generalized $R^{2}$ in binary outcome models (e.g. logistic regression). Are there other measures of multi-...
2k views

### VIF in GLM model in R

Before running or building a model, ho can we check on the multicollinearity between different covariates in GLM model in R? I know that SAS Proc MIXED procedure gives a column for VIF which is very ...
331 views

### VIF calculation in regression

I want to use VIF to check the multicollinearity between some ordinal variables and continuous variables. When I put one variable as dependent and the other as independent, the regression gives one ...
3k views

### Is centering a valid solution for multicollinearity?

Let's assume that $y = a + a_1x_1 + a_2x_2 + a_3x_3 + e$ where $x_1$ and $x_2$ both are indexes both range from $0-10$ where $0$ is the minimum and $10$ is the maximum. I found by applying VIF, CI and ...
542 views

### Variance inflation factor for generalized additive models

In the usual VIF calculation for a linear regression, each independent/explanatory variable $X_j$ is treated as the dependent variable in an ordinary least squares regression. i.e.  X_j = \beta_0 + ...
165 views

### Weeding out multi-collinear categorical variables

I have a huge amount of features that are categorical variables and I'm trying to find a system for weeding out categorical variables that are close to being multicollinear. Is vif a reasonable ...
4k views

### How to interpret the variance inflation factors? [duplicate]

I have run a Poisson glm and I want to test for multicollinearity in my data. I have used the vif in R and obtained the following result. How can I interpret this? ...
233 views

### Testing for multicollinearity in logistic regression

So far I have checked the tolerance value, VIF and condition indexes. But checking the variance of the regression coefficients I have to wonder: how little variance of the regression coefficient ...
104 views

### Question about variance inflation factors

I'm considering the regression model $y_i = \beta_0 + \beta_1x_{1i} + \beta_2x_{2i} + \varepsilon_i$ where the $\varepsilon_i$ are iid and $\mathcal N(0,\sigma^2)$ A study question asks to show the ...
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### Adjust p-values for variance inflation factors

I'm fitting linear mixed models and I have slightly inflated p-values due to multicollinearity. I deleted the factors with the highest VIFs until none of them was larger than 3. The VIFs tell me, ...
7k views

### Which variance inflation factor should I be using: $\text{GVIF}$ or $\text{GVIF}^{1/(2\cdot\text{df})}$?

I'm trying to interpret variance inflation factors using the vif function in the R package car. The function prints both a ...
209 views

### What to do if a covariate is collinear in one model but not in another

I have 10 different species with presence/absences data, as well as 6 different covariates relating to the design of marinas, including 3 continuous (lengths of walls, pontoons and groynes) and 3 ...