Which of the following is computed by most regression programs and provides an indication of how much multicollinearity exists among a set of independent variables?
A)ꭓ²
B)β
C)collinear coefficient
D)variance inflation factor (VIF)

Question

Quizplus · Accepted Answer

Variance inflation factor (VIF) is computed by most regression programs to measure the extent of multicollinearity among independent variables. It calculates the ratio of the variance of a regression coefficient estimate to its expected variance if there was no multicollinearity among variables. A high VIF indicates significant multicollinearity among variables.

Which of the Following Is Computed by Most Regression Programs