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VIF explanation #47

Open choshin84 opened 4 years ago

choshin84 commented 4 years ago

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VIF = 1 / R2 when creating one of input variables with the rest of input variables, usually VIF >=10, meaning R2 >= 0.95 is tagged for multi-collinearity

Useful link

https://www.heisei-u.ac.jp/ba/fukui/tips/tip006.pdf