# Questions tagged [vif]

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 collinearity.

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### 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 ...
7k views

### Collinearity diagnostics problematic only when the interaction term is included

I've run a regression on U.S. counties, and am checking for collinearity in my 'independent' variables. Belsley, Kuh, and Welsch's Regression Diagnostics suggests looking at the Condition Index and ...
29k views

### Why is multicollinearity not checked in modern statistics/machine learning

In traditional statistics, while building a model, we check for multicollinearity using methods such as estimates of the variance inflation factor (VIF), but in machine learning, we instead use ...
29k views

### VIF, condition Index and eigenvalues

I am currently assessing multicollinearity in my datasets. What threshold values of VIF and condition index below/above suggest a problem? VIF: I have heard that VIF $\geq 10$ is a problem. After ...
949 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 ...
8k views

### Multicollinearity when individual regressions are significant, but VIFs are low

I have 6 variables ($x_{1}...x_{6}$) that I am using to predict $y$. When performing my data analysis, I first tried a multiple linear regression. From this, only two variables were significant. ...
7k 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 ...
3k views

### What is the fastest method for determining collinearity degree?

Given a large amount of data, how would I determine the degree of collinearity between all the variables? Preferably without relying on calculating linear regression between a variable and every other ...
8k views

### Binary Logistic Regression Multicollinearity Tests

I like Peter Flom's answer to an earlier question about multicollinearity in logistic regression, but David Garson's Logistic Binomial Regression states that there is no valid test for ...
463 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 ...
837 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 ...
325 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 ...
13k 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. ...
1k views

### checking multicollinearity with generalized additive model in R

I am trying to check multicollinearity with GAM using VIF in R. Should I use vif from the package car ? or Is it right way to check vif using vif.gam from package mgcv::helper:: ? It gives quite ...
5k 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 ...
413 views

### Variance Inflation Factor for Meta-Analyses

I've conducted a Meta-Regression Analysis for my Masters Thesis. However, my supervisor told me that I should check if the proposed moderating variables highly correlate. So I thought, that I can ...
9k views

### VIF doesn't show up values for categorical variables

My data set contains few varibales which I converted to factor as I wanted them to be in that format. To start with, I wanted to check the importance of each variable and check for multicollinearity. ...
1k views

### Equation for the variance inflation factors

Following a question asked earlier, the variance inflation factors (VIFs) can be expressed as  \textrm{VIF}_j = \frac{\textrm{Var}(\hat{b}_j)}{\sigma^2} = [\mathbf{w}_j^{\prime} \mathbf{w}_j - \...
12k views

### VIF values and interactions in multiple regression

I am running a multiple regression of the form y~a+b+c+ab+ac+bc I have checked the VIF values for the direct effects - should I check them for the interactions? I am assuming not as that would ...
2k views

### High correlation among two variables but VIFs do not indicate collinearity

What would you go for in assessing collinearity - correlation or VIFs? Say you run pairplots and calculate Pearson correlation coefficients between pairs of explanatory variables. Two of them have a ...
676 views

### 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 ($x_1$,$x_2$,$x_3$,$x_4$,$x_5$,$x_6$)...