Variance Inflation Factor Calculator

Calculate Variance Inflation Factor

Formula

The formula to calculate the Variance Inflation Factor (VIF) is:

\[ VIF = \frac{1}{1 - R^2} \]

Where:

Variance Inflation Factor Definition

A variance inflation factor is defined as the quotient of the variance in a model with multiple terms by the variance in a model with one term alone.

Example Calculation

Let's consider an example:

Using the formula to calculate the Variance Inflation Factor:

\[ VIF = \frac{1}{1 - 0.8} = 5 \]

This demonstrates that with an R² of 0.8, the variance inflation factor would be 5.