VIF (variance inflation factor)
Also written: VIF, variance_inflation_factor
How many times larger a coefficient's variance is because its predictor overlaps with the others. 1 means no overlap, above 5 deserves attention and above 10 is serious.
Also written: VIF, variance_inflation_factor
How many times larger a coefficient's variance is because its predictor overlaps with the others. 1 means no overlap, above 5 deserves attention and above 10 is serious.