RegressionCommon`
RegressionCommon`

VarianceInflation

As of Version 7.0, VarianceInflation has been renamed to "VarianceInflationFactors" and has become a property of LinearModelFit.

VarianceInflation

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

Details

  • 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 multicollinearity with other basis functions.

Examples

Basic Examples  (1)

Sample data:

VarianceInflation for a linear regression:

Wolfram Research (2007), VarianceInflation, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

Text

Wolfram Research (2007), VarianceInflation, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

BibTeX

@misc{reference.wolfram_2021_varianceinflation, author="Wolfram Research", title="{VarianceInflation}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_varianceinflation, organization={Wolfram Research}, title={VarianceInflation}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html}, note=[Accessed: 05-August-2021 ]}

CMS

Wolfram Language. 2007. "VarianceInflation." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

APA

Wolfram Language. (2007). VarianceInflation. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html