Which statistic is used to determine whether or not multicollinearity is a concern in multiple regression?
A)coefficient of determination
B)multicol Z
C)multicol R
D)VIF (variance inflation factor)
E)Q

Question

Quizplus · Accepted Answer

VIF (variance inflation factor) is the statistic used to determine whether or not multicollinearity is a concern in multiple regression. It measures how much the variance of the estimated regression coefficient is increased due to collinearity. A VIF value greater than 10 indicates a significant collinearity problem.

Which Statistic Is Used to Determine Whether or Not Multicollinearity