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Regression Common Package Symbol

VarianceInflation

VarianceInflation
is a possible value for the RegressionReport option for Regress and DesignedRegress that represents variance inflation factors.

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.

Needs["LinearRegression`"]

Sample data:

VarianceInflation for a linear regression: