iSixSigma

Variance Inflation Factor (VIF)

Definition of Variance Inflation Factor (VIF):

VIF measures the impact of collinearity among the X’s in a regression model on the precision of estimation. It expresses the degree to which collinearity among the predictors degrades the precision of an estimate. This can be used with Minitab. Typically a VIF value greater than 10 is of concern.

« Back to Dictionary Index