Open choshin84 opened 4 years ago
VIF can check each coefficient multi-colinearity in linear model. In general, better check validataion/test data set evaluation as it is MOST important.
https://stats.stackexchange.com/questions/168622/why-is-multicollinearity-not-checked-in-modern-statistics-machine-learning
Tweet summary
VIF can check each coefficient multi-colinearity in linear model. In general, better check validataion/test data set evaluation as it is MOST important.
Useful link
https://stats.stackexchange.com/questions/168622/why-is-multicollinearity-not-checked-in-modern-statistics-machine-learning