What does the term Variance Inflation Factor mean?

4 years ago
Machine Learning

Variation Inflation Factor (VIF) is the ratio of variance of the model to variance of the model with only one independent variable. VIF gives the estimate of volume of multicollinearity in a set of many regression variables.
VIF = Variance of model Variance of model with one independent variable

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Sanisha Maharjan
Sanisha Maharjan
Jan 11, 2022
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