Which of the following measures is used to check for collinearity when building a
Multiple regression model?
A) Cook's Distance
B) Variance Inflation Factor
C) Determination Coefficient
D) Standardized Residual
E) Chef's Distance

Question

Quizplus · Accepted Answer

Variance Inflation Factor (VIF) is used to check for collinearity in a multiple regression model. It measures the extent to which the variance of a predictor variable is inflated due to its correlation with other predictor variables. A high VIF value indicates that the predictor variable is highly correlated with other predictor variables and may be redundant in the model.

Which of the Following Measures Is Used to Check for Collinearity