I am running a logistic regression in R and am attempting to determine if multicollinearity is a problem with my model.
When I run vif() on my final model, I get GVIF and GVIF^1/(2*Df) columns. From what I have read GVIF^1/(2*Df) is what I should use to assess muticollinearity, but I have been unable to determine what values I should use as a cut-off point.

Any help would be greatly appreciated.

  • 2
    $\begingroup$ Before modelling, you should look at correlations between your (assumed) independent variables. I think you should rephrase your question to "how to identify multicolinearity" and ask on crossvalidated.com, instead. $\endgroup$ Oct 17, 2012 at 17:27
  • $\begingroup$ The same issue is discussed here with some more conclusions: stats.stackexchange.com/questions/70679/… $\endgroup$ May 6, 2014 at 12:05


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