VIF
Units & Measurements abbreviation · Statistics
| Stands for | Variance inflation factor |
|---|---|
| Categories | Units & Measurements |
VIF stands for Variance inflation factor, a statistics abbreviation.
A diagnostic for multicollinearity in regression, measuring how much a coefficient's variance is inflated because its predictor is correlated with the others. A VIF of 1 means no correlation; values above 5 or 10 are often flagged.
Example: Income and education had VIFs above 8, so one was dropped from the model.
Usage notes
A predictor's VIF equals 1/(1 − R²) from regressing it on all the other predictors. High VIFs make individual coefficients unstable but do not bias predictions. Remedies include removing or combining predictors, centering variables used in interactions, or ridge regression.
Related abbreviations
More statistics abbreviations
- a.s. – Almost surely
- ACF – Autocorrelation function
- AIC – Akaike information criterion
- ANCOVA – Analysis of covariance
- ANOVA – Analysis of variance
- ARIMA – Autoregressive integrated moving average
- ATE – Average treatment effect
- avg – Average
- BIC – Bayesian information criterion
- BLUE – Best linear unbiased estimator
- CDF – Cumulative distribution function
- CFA – Confirmatory factor analysis