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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VIF(collinearity) vs Correlation?

I am trying to understand the basic difference between both . As per what i have read through various links, previously asked questions and videos - Correlation means - two variables vary together, ...
1k views

VIF (Variance Inflation Factor) and correlation in linear regression

Linear regression: $Y = X_1 + X_2$ Is that possible that $X_1$ could have a low $VIF (1.25)$ and the same time, have a $0.35$ correlation with $X_2$? If $X_1$ has almost 1 of correlation with $X_2$, ...
247 views

Identifying variables contributing to near multicollinearty in linear regression using VIF's and multiple R squared's

When trying to detect collinear columns in $X$ a high proportion of cases give a $R_k^2$ close to 1 for independent columns (see figure). When near multicollinearity arise in a $n\times m$ data ...
356 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 ...
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 ...
305 views

Variance Inflation Factors are incredibly high for t1 - can I use this model

I am building a model to explain performance in one time period to another. I have my variables and then I have an interaction effect for those variables in the second time period. Using this data,...
280 views

Variance Inflation Factors (VIFs) on model vs covariates themselves

I am confused on which type of "object" do the VIF functions operate. Let me give two examples, which are confusing me. The VIFs from the car and ...
155 views

VIF and coefficient variance-covariance matrix for OLS

After reading this answer, I am not very clear on how to get to the formula of VIF ($1/1-R^2$) as part of the variances on the diagonals of the variance-covariance matrix of the coefficients, if auto ...
270 views

Why VIF is calculated on every value of a predictor in R?

I'm currently working on a logistic regression model and I wanted to pinpoint the VIF for every predictor inside the model. I've found that packages 'car' and 'HH' have the same vif function, so I ...
187 views

Variance inflation factor

I am trying out VIF in order to reduce the number of variables, by removing highly collinear variables. I will be using VIF in R, but before applying it, does my time series need to be stationary?I ...
343 views

feature seletion and multi-collinearity & vif

I want to use R to select a variable. In particular, variables are selected considering the correlation, and variables with large multicollinearity, which are correlations between variables, should be ...
180 views

If I plan to run a stepwise multiple regression, should I examine VIF in the final model, or of all variables before using the stepwise approach?

Suppose I have ten predictors that I want to use to predict Y. I plan to run a multiple regression using stepwise selection. My question is, should I assess colinearity in the final model (i.e., ...
1k views

What to do when ANOVA is significant, but regressors and VIF are not?

My question is a bit long, with 2 major parts. Here are the variables: Number of cells (C): main dependent variable Disease severity 1 (D1): continuous Disease severity 2 (D2): continuous but only ...
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732 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 ...
14k views

How to interpret R VIF function in CAR package?

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, ...
270 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 ...
11k 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. ...