Tag: variance-inflation-factor
Interview Questions
- High R-squared, wide intervals, and VIFs of 25
- VIF from a pairwise correlation between two regressors
- A regressor that is 95 percent explained by the others
- Work backward from a reported VIF to the auxiliary R-squared
- Two nearly identical regressors, correlation 0.99
- Compute the variance inflation factor for a correlated regressor