vif

1. Test for Multicollinearity

Hello Talk Stats Forum! I am working on building a Predictive Model using the binary logistic regression and LASSO logistic regression. In order to apply these models on some real data set I am using R software. Before performing such a model I am testing for multicollinearity and will remove...
2. Variance Inflation Factor

Hej, I am checking for multicollinearity. And I cant find on the web when having the outpur from R commander, on which I have to look to identify collinearity? -GVIF- or -df- or -GVIF^2(1/(2*Df))- Thanks for the help.
3. Implementing a VIF test on Panel Data in R

I'm currently writing my thesis about the performance of Ethical Companies. I'm runnning a Fama Macbeth Cross Sectional Regression as in the picture attached. The problem is that ESG score is correlated with Firm Size, and when I include firm size the alpha(1) changes a lot (turns from...
4. Automating VIF calculation on mutliple linear models

I came up with this code to calculate VIF for variables for each model I am evaluating displayvif<-function(x){ for (i in 1:length(x)) vif(x[[i]]) } where x is models<-lapply(d1,function(data){lm(reformulate(termlabels=".",response=names(data)),data)}) and where d1...
5. Does SPSS VIF take into account multicollinerity involving intercept?

I am trying to find out whether multicollinearity involving the intercept is taken into account in SPSS' calculation of the VI in the REGRESSION procedure. I was unable to find an explanation in the official SPSS resources as to how SPSS calculates the VIF. The Command Syntax reference only...
6. Bizarre multicollinearity (inferred from VIF) in regression

I'm really confused about why I have such high VIFs in a multiple regression I've run. My predictors are country (2 different countries, so -1 and 1), religiosity, and political engagement, and I'm looking at how my three predictors and their various interactions predict an outcome variable...
7. Logistic regression detection of multicollinearity- is VIF applicable?

I have a model with a dichotomous DV and IVs both continuous/numerical and dichotomous. I checked for collinearity with Pearson. How do I check for multicollinearity in logistic regression? Could I follow the procedure of rotating my IVs as DVs one at a time against the remaining IVs, and...
8. Variance inflation and interactions between variables?

Hello everyone I am having trouble interpreting some of my results. I am using logistic regression to infer a model based on measured data. Some of my explanatory variables are continuous (e.g. temperature [°C]) and some are categorical (e.g. time of day [night, morning, day, afternoon...
9. Multiple Regression: How to obtain VIF values from correlation coefficient

I understand that VIF = 1 / (1-R^2) If I only have the parameter estimates table with the intercept, X1, and X2 and also the correlation coefficient between X1 and X2, how can I calculate VIF for X1 and X2?