Would someone interpret the results of VIF in logistic regression the same way s/he would interpret them in linear regression?
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2 Answers
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Yes, you can use VIF in the same way for logistic regression as you would in linear regression.
Variance inflation factor measures how much the behaviour (variance) of an independent variable is influenced, or inflated, by its interaction/correlation with the other independent variables. Variance inflation factors allow a quick measure of how much a variable is contributing to the standard error in the regression - therefore it doesn't really matter if it's a logistic regression model or another type of regression.
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One caveat.
While in linear regression, it is traditional to use a threshold of 10 for VIFs, in logistic regression you use a much lower value. But afaik, I haven't seen any work detailing what such value might be.
