0 votes
in Machine Learning by

What is Variance Inflation Factor?

1 Answer

0 votes
by

Variance Inflation Factor (VIF) is the estimate of the volume of multicollinearity in a collection of many regression variables.

VIF = Variance of the model / Variance of the model with a single independent variable

We have to calculate this ratio for every independent variable. If VIF is high, then it shows the high collinearity of the independent variables.

Related questions

0 votes
asked Nov 29, 2019 in Machine Learning by SakshiSharma
+1 vote
asked Sep 30, 2021 in Machine Learning by Robin
...