As of Version 7.0, VarianceInflation has been renamed to "VarianceInflationFactors" and has become a property of LinearModelFit.
- To use VarianceInflation, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- VarianceInflation gives a list of inflation factors for the estimated parameters.
- A value greater than 1/(1-RSquared) indicates multi‐collinearity with other basis functions.