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VarianceInflation

VarianceInflation
is a possible value for the RegressionReport option for Regress and DesignedRegress that represents variance inflation factors.
  • 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.
Needs["LinearRegression`"]
Sample data:
In[2]:=
Click for copyable input
VarianceInflation for a linear regression:
In[3]:=
Click for copyable input
Out[3]=