The Variance Inflationary Factor (VIF) measures the
A) correlation of the X variables with each other.
B) contribution of each X variable with the Y variable after all other X variables are included in the model.
C) standard deviation of the slope.
D) correlation of the X variables with the Y variable.

Question

Quizplus · Accepted Answer

VIF measures the correlation of the X variables with each other, indicating how much the variance of the estimated regression coefficient is inflated due to multicollinearity. Higher VIF values indicate higher levels of multicollinearity, which can lead to unreliable regression coefficient estimates and reduced model interpretability.

The Variance Inflationary Factor (VIF) Measures the