• Entry
  • Reader's guide
  • Entries A-Z
  • Subject index

Variance Inflation Factors

Variance inflation factors (VIFs) measure the impact of COLLINEARITY among the predictors in a REGRESSION analysis on the precision of ESTIMATION. The “variances” in question are the SAMPLING variances of the REGRESSION COEFFICIENTS. The term variance inflation factor was possibly coined by Donald Marquardt (1970).

Figure 1 The Square Root of the Variance ...

    • Loading...
    locked icon

    Sign in to access this content

    Get a 30 day FREE TRIAL

    • Watch videos from a variety of sources bringing classroom topics to life
    • Read modern, diverse business cases
    • Explore hundreds of books and reference titles