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Glossary Advanced Regression / Term

Variance Inflation Factors

(VIFs) Factors that measure the extent to which explanatory variables are correlated among themselves. VIF values above 10 usually indicate serious multicollinearity, which greatly increases the estimation error of the model coefficients when compared with an orthogonal sample.

Permanent link Variance Inflation Factors - Modification date 2020-01-17 - Creation date 2020-01-17


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